+638.0%
XYZ vs SAN
+267.2%
+370.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +0.6% |
| 7D | +14.9% | +8.7% | +6.2% | +10.5% |
| 30D | +14.7% | -6.5% | +21.1% | +18.4% |
| 3M | +12.1% | -14.2% | +26.3% | +20.7% |
| 6M | +18.3% | +2.7% | +15.6% | +16.1% |
| YTD | +36.1% | +8.9% | +27.2% | +28.4% |
| 1Y | +35.3% | +23.4% | +11.9% | +19.8% |
| 3Y | +73.5% | +257.9% | -184.5% | -12.9% |
| 5Y | -61.6% | +297.8% | -359.4% | -82.2% |
| 10Y | +638.0% | +259.6% | +378.4% | +271.9% |
| All | +638.0% | +267.2% | +370.8% | +271.9% |
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