+188.9%
TECH vs SAN
+329.5%
-140.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +0.3% | -0.1% | +0.4% | +0.3% |
| 3M | +32.9% | +19.6% | +13.3% | +26.6% |
| 6M | +32.1% | +32.7% | -0.6% | +22.0% |
| YTD | +23.4% | +26.7% | -3.3% | +14.9% |
| 1Y | +34.1% | +51.6% | -17.6% | +19.0% |
| 3Y | +2.2% | +348.7% | -346.6% | -31.9% |
| 5Y | -41.8% | +378.7% | -420.5% | -62.9% |
| 10Y | +188.9% | +336.9% | -148.0% | +81.3% |
| All | +188.9% | +329.5% | -140.6% | +81.3% |
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