+141.4%
XLC vs SAN
+255.6%
-114.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.6% | +3.3% | -2.8% | -0.4% |
| 30D | +0.2% | +1.1% | -0.8% | -0.1% |
| 3M | +0.6% | +22.2% | -21.6% | -5.2% |
| 6M | -4.5% | +36.0% | -40.5% | -13.2% |
| YTD | -4.7% | +28.2% | -33.0% | -12.4% |
| 1Y | -1.7% | +54.1% | -55.8% | -14.6% |
| 3Y | +72.3% | +354.2% | -282.0% | +5.4% |
| 5Y | +37.8% | +387.3% | -349.5% | -20.3% |
| All | +141.4% | +255.6% | -114.2% | +46.4% |
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