+886.2%
TER vs SAN
+236.7%
+649.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.6% |
| 7D | -20.5% | +4.9% | -25.4% | -22.6% |
| 30D | -47.0% | -13.0% | -34.0% | -43.5% |
| 3M | -43.3% | -18.9% | -24.4% | -37.7% |
| 6M | -42.9% | -4.1% | -38.8% | -41.9% |
| YTD | +12.9% | +2.6% | +10.3% | +11.0% |
| 1Y | +18.2% | +16.9% | +1.2% | +9.6% |
| 3Y | +151.8% | +239.1% | -87.3% | +42.1% |
| 5Y | +54.2% | +266.8% | -212.6% | -19.0% |
| All | +886.2% | +236.7% | +649.5% | +419.3% |
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