+1,006.2%
TER vs SAN
+255.1%
+751.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -8.9% | +10.8% | -19.7% | -13.4% |
| 30D | -39.1% | -5.7% | -33.3% | -37.4% |
| 3M | -32.8% | -13.4% | -19.3% | -28.3% |
| 6M | -31.7% | +3.5% | -35.3% | -32.9% |
| YTD | +26.9% | +9.7% | +17.2% | +21.1% |
| 1Y | +33.6% | +20.9% | +12.7% | +22.1% |
| 3Y | +181.5% | +254.3% | -72.8% | +55.8% |
| 5Y | +76.1% | +304.2% | -228.1% | -11.4% |
| 10Y | +1,006.2% | +260.2% | +746.0% | +461.1% |
| All | +1,006.2% | +255.1% | +751.1% | +461.1% |
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