+1,616.9%
BE vs SAN
+235.5%
+1,381.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.7% | +5.3% |
| 7D | -14.7% | +4.9% | -19.6% | -18.9% |
| 30D | -40.5% | -13.0% | -27.5% | -33.4% |
| 3M | -24.3% | -18.9% | -5.5% | -9.7% |
| 6M | -39.3% | -4.1% | -35.2% | -35.9% |
| YTD | +99.4% | +2.6% | +96.8% | +95.1% |
| 1Y | +26.6% | +16.9% | +9.7% | +10.9% |
| 3Y | +1,616.9% | +239.1% | +1,377.9% | +474.6% |
| All | +1,616.9% | +235.5% | +1,381.5% | +474.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling