+243.6%
W vs SAN
+267.2%
-23.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +1.1% |
| 7D | +3.3% | +8.7% | -5.4% | -1.2% |
| 30D | +10.5% | -6.5% | +17.0% | +14.5% |
| 3M | +9.6% | -14.2% | +23.8% | +18.8% |
| 6M | +76.4% | +2.7% | +73.7% | +74.0% |
| YTD | +16.4% | +8.9% | +7.5% | +10.6% |
| 1Y | +9.3% | +23.4% | -14.0% | -2.9% |
| 3Y | +172.8% | +257.9% | -85.1% | +40.3% |
| 5Y | -53.4% | +297.8% | -351.1% | -77.6% |
| 10Y | +243.6% | +259.6% | -16.0% | +53.3% |
| All | +243.6% | +267.2% | -23.6% | +53.3% |
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