+719.1%
B vs SAN
+1,664.5%
-945.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.9% |
| 7D | +9.6% | +4.9% | +4.7% | +8.9% |
| 30D | +3.5% | -13.0% | +16.5% | +5.5% |
| 3M | -1.6% | -18.9% | +17.3% | +1.3% |
| 6M | -1.7% | -4.1% | +2.5% | -1.0% |
| YTD | -5.3% | +2.6% | -7.9% | -5.6% |
| 1Y | +27.2% | +16.9% | +10.3% | +24.8% |
| 3Y | +166.1% | +239.1% | -72.9% | +127.9% |
| 5Y | +136.5% | +266.8% | -130.3% | +97.6% |
| 10Y | +172.2% | +246.0% | -73.8% | +118.9% |
| All | +719.1% | +1,664.5% | -945.4% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling