+5,131.2%
BEN vs SAN
+1,787.7%
+3,343.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +12.1% | +10.8% | +1.4% | +7.0% |
| 30D | +13.4% | -5.7% | +19.1% | +16.2% |
| 3M | +9.4% | -13.4% | +22.8% | +16.3% |
| 6M | +19.3% | +3.5% | +15.7% | +16.4% |
| YTD | +57.3% | +9.7% | +47.5% | +48.0% |
| 1Y | +69.1% | +20.9% | +48.2% | +51.9% |
| 3Y | +85.6% | +254.3% | -168.7% | -2.1% |
| 5Y | +32.9% | +304.2% | -271.3% | -36.2% |
| 10Y | +58.3% | +260.2% | -201.9% | -25.6% |
| All | +5,131.2% | +1,787.7% | +3,343.4% | +1,184.4% |
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