+46.3%
BEN vs SAN
+53.7%
-7.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +3.4% | -0.5% | +3.8% | +3.5% |
| 30D | +1.8% | -0.1% | +1.9% | +1.8% |
| 3M | +8.4% | +19.6% | -11.3% | +0.8% |
| 6M | +35.6% | +32.7% | +2.9% | +21.7% |
| YTD | +46.4% | +26.7% | +19.7% | +32.3% |
| 1Y | +46.3% | +51.6% | -5.3% | +25.0% |
| All | +46.3% | +53.7% | -7.4% | +25.0% |
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