+85.4%
BE vs SAN
+12.6%
+72.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.5% |
| 7D | +10.8% | +4.0% | +6.8% | +7.2% |
| 30D | -19.8% | -7.8% | -12.0% | -13.8% |
| 3M | -18.7% | -16.4% | -2.4% | -3.7% |
| 6M | -33.7% | +3.5% | -37.3% | -32.4% |
| YTD | +121.0% | +6.7% | +114.3% | +102.3% |
| 1Y | +85.4% | +14.5% | +70.9% | +55.7% |
| All | +85.4% | +12.6% | +72.8% | +55.7% |
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