+1.3%
BBY vs SAN
+385.2%
-383.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +9.4% | +0.9% | +8.5% | +9.1% |
| 3M | +19.3% | +19.1% | +0.2% | +12.4% |
| 6M | +47.9% | +33.2% | +14.7% | +33.6% |
| YTD | +39.6% | +29.1% | +10.5% | +26.2% |
| 1Y | +22.2% | +50.2% | -28.1% | +4.5% |
| 3Y | +45.0% | +351.0% | -306.1% | -16.4% |
| All | +1.3% | +385.2% | -383.9% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling