+995.4%
TER vs SAN
+270.1%
+725.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.7% |
| 7D | +14.4% | +4.0% | +10.4% | +12.4% |
| 30D | -30.6% | -7.8% | -22.8% | -28.0% |
| 3M | -39.2% | -16.4% | -22.8% | -34.1% |
| 6M | -31.3% | +3.5% | -34.8% | -32.5% |
| YTD | +29.1% | +6.7% | +22.4% | +24.7% |
| 1Y | +47.4% | +14.5% | +32.9% | +38.1% |
| 3Y | +191.2% | +243.5% | -52.3% | +63.0% |
| 5Y | +74.0% | +296.2% | -222.2% | -12.0% |
| All | +995.4% | +270.1% | +725.3% | +442.2% |
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