+55.3%
BE vs SAN
+23.5%
+31.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.4% | -12.8% | -11.9% |
| 7D | -12.1% | +4.5% | -16.7% | -15.9% |
| 30D | -30.1% | -12.1% | -18.0% | -21.3% |
| 3M | -12.1% | -15.6% | +3.4% | +3.2% |
| 6M | -30.6% | +5.8% | -36.4% | -30.3% |
| YTD | +130.6% | +5.5% | +125.2% | +109.7% |
| 1Y | +55.3% | +23.6% | +31.7% | +12.5% |
| All | +55.3% | +23.5% | +31.8% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling