+88.6%
BBY vs SAN
+247.1%
-158.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | +4.5% | +4.0% | +0.5% | +3.2% |
| 30D | +16.8% | -7.8% | +24.6% | +19.5% |
| 3M | +23.2% | -16.4% | +39.6% | +29.7% |
| 6M | +91.9% | +3.5% | +88.4% | +88.1% |
| YTD | +61.6% | +6.7% | +55.0% | +54.6% |
| 1Y | +43.9% | +14.5% | +29.4% | +33.6% |
| 3Y | +88.6% | +243.5% | -154.9% | +16.1% |
| All | +88.6% | +247.1% | -158.5% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling