+911.5%
BE vs SAN
+247.0%
+664.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.9% |
| 7D | +20.0% | +1.8% | +18.2% | +18.6% |
| 30D | +7.9% | +2.0% | +5.9% | +6.6% |
| 3M | -13.2% | +19.7% | -32.9% | -21.7% |
| 6M | +53.5% | +30.6% | +22.8% | +30.6% |
| YTD | +191.0% | +28.8% | +162.2% | +148.0% |
| 1Y | +360.5% | +57.8% | +302.8% | +247.2% |
| 3Y | +1,568.0% | +338.1% | +1,229.9% | +572.8% |
| 5Y | +1,055.2% | +384.2% | +671.0% | +322.4% |
| All | +911.5% | +247.0% | +664.5% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling