+135.9%
XLU vs SAN
+357.1%
-221.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -3.3% | +0.9% | -4.3% | -3.5% |
| 3M | -3.2% | +19.1% | -22.3% | -6.0% |
| 6M | -7.0% | +33.2% | -40.2% | -11.6% |
| YTD | +0.6% | +29.1% | -28.5% | -4.2% |
| 1Y | +2.4% | +50.2% | -47.8% | -5.1% |
| 3Y | +46.3% | +351.0% | -304.8% | +10.7% |
| 5Y | +44.0% | +394.7% | -350.7% | +4.6% |
| All | +135.9% | +357.1% | -221.2% | +52.4% |
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