+4,855.7%
BEN vs SAN
+2,116.5%
+2,739.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +0.2% | +1.8% | -1.5% | -0.6% |
| 30D | -0.5% | +2.0% | -2.5% | -1.5% |
| 3M | +9.7% | +19.7% | -10.0% | +0.7% |
| 6M | +33.9% | +30.6% | +3.3% | +17.6% |
| YTD | +49.0% | +28.8% | +20.1% | +30.8% |
| 1Y | +42.1% | +57.8% | -15.7% | +13.1% |
| 3Y | +51.9% | +338.1% | -286.3% | -27.2% |
| 5Y | +39.0% | +384.2% | -345.2% | -38.4% |
| 10Y | +57.9% | +353.1% | -295.3% | -33.1% |
| All | +4,855.7% | +2,116.5% | +2,739.3% | +1,035.2% |
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 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