+477.8%
BHP vs SAN
+347.0%
+130.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.5% |
| 30D | -0.8% | -0.5% | -0.3% | -0.7% |
| 3M | +7.6% | +22.7% | -15.1% | -2.2% |
| 6M | +20.8% | +28.8% | -8.0% | +7.3% |
| YTD | +50.8% | +26.3% | +24.5% | +34.0% |
| 1Y | +70.9% | +48.8% | +22.1% | +40.7% |
| 3Y | +78.0% | +347.2% | -269.2% | -14.0% |
| 5Y | +113.1% | +383.8% | -270.7% | -5.4% |
| All | +477.8% | +347.0% | +130.8% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling