+1,744.2%
TER vs SAN
+338.5%
+1,405.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +11.0% | +3.3% | +7.6% | +9.2% |
| 30D | -1.9% | +1.1% | -3.0% | -2.4% |
| 3M | -0.7% | +22.2% | -22.9% | -9.6% |
| 6M | +36.4% | +36.0% | +0.4% | +18.9% |
| YTD | +92.4% | +28.2% | +64.2% | +71.0% |
| 1Y | +213.5% | +54.1% | +159.4% | +157.0% |
| 3Y | +277.2% | +354.2% | -77.0% | +86.0% |
| 5Y | +219.1% | +387.3% | -168.2% | +46.7% |
| 10Y | +1,744.2% | +334.8% | +1,409.4% | +724.7% |
| All | +1,744.2% | +338.5% | +1,405.7% | +724.7% |
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