+634.6%
XYZ vs SAN
+255.1%
+379.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.8% |
| 7D | +12.6% | +10.8% | +1.8% | +7.3% |
| 30D | +10.8% | -5.7% | +16.5% | +14.0% |
| 3M | +8.4% | -13.4% | +21.8% | +16.1% |
| 6M | +14.3% | +3.5% | +10.8% | +11.8% |
| YTD | +31.5% | +9.7% | +21.7% | +23.5% |
| 1Y | +28.1% | +20.9% | +7.2% | +14.6% |
| 3Y | +66.2% | +254.3% | -188.1% | -16.1% |
| 5Y | -62.3% | +304.2% | -366.6% | -82.6% |
| 10Y | +634.6% | +260.2% | +374.4% | +267.5% |
| All | +634.6% | +255.1% | +379.5% | +267.5% |
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