+159.6%
XLB vs SAN
+338.5%
-178.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.2% | +3.3% | -3.6% | -1.4% |
| 30D | -1.7% | +1.1% | -2.8% | -2.1% |
| 3M | +4.4% | +22.2% | -17.9% | -3.0% |
| 6M | +5.0% | +36.0% | -31.0% | -6.4% |
| YTD | +15.5% | +28.2% | -12.8% | +4.2% |
| 1Y | +14.9% | +54.1% | -39.2% | -3.1% |
| 3Y | +34.5% | +354.2% | -319.7% | -25.7% |
| 5Y | +36.5% | +387.3% | -350.7% | -29.4% |
| 10Y | +159.6% | +334.8% | -175.2% | +30.8% |
| All | +159.6% | +338.5% | -178.9% | +30.8% |
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