+977.1%
BE vs SAN
+241.2%
+735.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.1% |
| 7D | +23.9% | -0.5% | +24.4% | +24.4% |
| 30D | +27.8% | -0.1% | +27.9% | +28.0% |
| 3M | +3.7% | +19.6% | -15.9% | -6.5% |
| 6M | +78.0% | +32.7% | +45.3% | +49.7% |
| YTD | +209.9% | +26.7% | +183.2% | +167.0% |
| 1Y | +389.6% | +51.6% | +338.0% | +279.2% |
| 3Y | +1,730.6% | +348.7% | +1,381.9% | +629.5% |
| 5Y | +1,227.8% | +378.7% | +849.1% | +389.3% |
| All | +977.1% | +241.2% | +735.9% | +360.3% |
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 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