+141.5%
W vs SAN
+338.5%
-197.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +6.5% | +3.3% | +3.1% | +4.5% |
| 30D | -6.2% | +1.1% | -7.3% | -6.9% |
| 3M | +48.9% | +22.2% | +26.7% | +33.4% |
| 6M | +31.2% | +36.0% | -4.8% | +11.4% |
| YTD | -0.4% | +28.2% | -28.7% | -13.3% |
| 1Y | +14.8% | +54.1% | -39.3% | -9.2% |
| 3Y | +40.5% | +354.2% | -313.7% | -35.8% |
| 5Y | -62.1% | +387.3% | -449.4% | -83.6% |
| 10Y | +141.5% | +334.8% | -193.3% | -3.5% |
| All | +141.5% | +338.5% | -197.0% | -3.5% |
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