+136.8%
XLP vs SAN
+275.0%
-138.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -0.5% | +3.4% | -3.9% | -1.1% |
| 30D | +8.3% | -6.3% | +14.6% | +9.3% |
| 3M | +8.7% | -14.1% | +22.8% | +11.0% |
| 6M | +11.2% | +4.2% | +7.0% | +9.9% |
| YTD | +20.0% | +9.0% | +11.0% | +17.1% |
| 1Y | +21.3% | +18.8% | +2.6% | +16.7% |
| 3Y | +43.8% | +252.0% | -208.2% | +13.4% |
| 5Y | +43.3% | +299.5% | -256.2% | +8.0% |
| 10Y | +136.8% | +276.7% | -139.9% | +74.2% |
| All | +136.8% | +275.0% | -138.3% | +74.2% |
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