+53.5%
BE vs SAN
+31.9%
+21.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.3% |
| 7D | +20.0% | +1.8% | +18.2% | +17.4% |
| 30D | +7.9% | +2.0% | +5.9% | +5.5% |
| 3M | -13.2% | +19.7% | -32.9% | -26.6% |
| 6M | +53.5% | +30.6% | +22.8% | +19.5% |
| All | +53.5% | +31.9% | +21.6% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling