+185.4%
SW vs SAN
+244.5%
-59.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +4.7% | +3.5% | +1.2% | +3.7% |
| 30D | +5.0% | -13.2% | +18.2% | +8.8% |
| 3M | -7.3% | -16.9% | +9.6% | -3.0% |
| 6M | +15.0% | +2.3% | +12.6% | +14.5% |
| YTD | +18.5% | +4.9% | +13.6% | +17.0% |
| 1Y | +27.1% | +20.4% | +6.7% | +21.6% |
| 3Y | +49.3% | +243.2% | -193.9% | +14.0% |
| 5Y | -1.6% | +275.3% | -276.9% | -28.0% |
| All | +185.4% | +244.5% | -59.1% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling