+668.0%
BE vs SAN
+187.3%
+480.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.4% |
| 7D | +10.8% | +4.0% | +6.8% | +8.1% |
| 30D | -19.8% | -7.8% | -12.0% | -15.9% |
| 3M | -18.7% | -16.4% | -2.4% | -8.8% |
| 6M | -33.7% | +3.5% | -37.3% | -34.3% |
| YTD | +121.0% | +6.7% | +114.3% | +112.7% |
| 1Y | +85.4% | +14.5% | +70.9% | +70.6% |
| 3Y | +1,709.5% | +243.5% | +1,466.0% | +749.0% |
| 5Y | +462.2% | +296.2% | +166.0% | +133.7% |
| All | +668.0% | +187.3% | +480.7% | +266.6% |
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