+169.4%
XLV vs SAN
+357.1%
-187.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.6% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -1.8% | +0.9% | -2.8% | -2.0% |
| 3M | +7.8% | +19.1% | -11.3% | +3.9% |
| 6M | +9.1% | +33.2% | -24.1% | +2.6% |
| YTD | +7.7% | +29.1% | -21.4% | +1.5% |
| 1Y | +20.4% | +50.2% | -29.8% | +9.9% |
| 3Y | +30.8% | +351.0% | -320.3% | -6.1% |
| 5Y | +34.6% | +394.7% | -360.0% | -7.9% |
| All | +169.4% | +357.1% | -187.7% | +79.9% |
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