+39.4%
BEN vs SAN
+384.1%
-344.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +3.4% | -0.5% | +3.8% | +3.6% |
| 30D | +1.8% | -0.1% | +1.9% | +1.8% |
| 3M | +8.4% | +19.6% | -11.3% | 0.0% |
| 6M | +35.6% | +32.7% | +2.9% | +19.5% |
| YTD | +46.4% | +26.7% | +19.7% | +30.5% |
| 1Y | +46.3% | +51.6% | -5.3% | +20.2% |
| 3Y | +54.6% | +348.7% | -294.1% | -25.0% |
| 5Y | +39.4% | +378.7% | -339.3% | -37.2% |
| All | +39.4% | +384.1% | -344.7% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling