+246.5%
BBY vs SAN
+357.1%
-110.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +9.4% | +0.9% | +8.5% | +9.0% |
| 3M | +19.3% | +19.1% | +0.2% | +11.9% |
| 6M | +47.9% | +33.2% | +14.7% | +32.4% |
| YTD | +39.6% | +29.1% | +10.5% | +25.2% |
| 1Y | +22.2% | +50.2% | -28.1% | +3.6% |
| 3Y | +45.0% | +351.0% | -306.1% | -19.1% |
| 5Y | +2.6% | +394.7% | -392.1% | -46.8% |
| All | +246.5% | +357.1% | -110.5% | +81.9% |
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