+217.7%
XLF vs SAN
+270.1%
-52.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +2.7% | +4.0% | -1.3% | +0.9% |
| 30D | +7.6% | -7.8% | +15.4% | +10.9% |
| 3M | +1.1% | -16.4% | +17.4% | +8.2% |
| 6M | +15.9% | +3.5% | +12.4% | +12.9% |
| YTD | +8.4% | +6.7% | +1.8% | +2.9% |
| 1Y | +12.5% | +14.5% | -2.0% | +3.4% |
| 3Y | +81.6% | +243.5% | -162.0% | -1.5% |
| 5Y | +59.3% | +296.2% | -236.9% | -22.7% |
| All | +217.7% | +270.1% | -52.4% | +49.4% |
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