+788.5%
XLK vs SAN
+357.1%
+431.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +0.6% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.6% | +0.9% | -1.6% | -1.0% |
| 3M | +2.6% | +19.1% | -16.6% | -3.3% |
| 6M | +34.0% | +33.2% | +0.8% | +21.5% |
| YTD | +30.7% | +29.1% | +1.6% | +19.2% |
| 1Y | +39.2% | +50.2% | -11.0% | +20.7% |
| 3Y | +120.4% | +351.0% | -230.6% | +31.8% |
| 5Y | +148.8% | +394.7% | -245.9% | +39.6% |
| All | +788.5% | +357.1% | +431.4% | +401.1% |
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