+250.2%
XLI vs SAN
+347.0%
-96.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.3% | -2.8% | +0.5% | -1.3% |
| 30D | -8.2% | -0.5% | -7.6% | -8.0% |
| 3M | +0.8% | +22.7% | -22.0% | -6.3% |
| 6M | +0.8% | +28.8% | -27.9% | -8.1% |
| YTD | +10.5% | +26.3% | -15.7% | +0.7% |
| 1Y | +14.1% | +48.8% | -34.7% | -2.1% |
| 3Y | +68.6% | +347.2% | -278.6% | -4.9% |
| 5Y | +80.4% | +383.8% | -303.4% | -5.4% |
| All | +250.2% | +347.0% | -96.8% | +79.8% |
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