+7,943.2%
BHP vs SAN
+2,116.5%
+5,826.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.7% |
| 30D | +3.4% | +2.0% | +1.4% | +2.4% |
| 3M | +4.1% | +19.7% | -15.7% | -4.0% |
| 6M | +20.6% | +30.6% | -10.0% | +7.0% |
| YTD | +56.1% | +28.8% | +27.2% | +38.2% |
| 1Y | +69.6% | +57.8% | +11.8% | +37.2% |
| 3Y | +78.8% | +338.1% | -259.3% | -10.0% |
| 5Y | +113.1% | +384.2% | -271.2% | -1.6% |
| 10Y | +505.9% | +353.1% | +152.7% | +169.1% |
| All | +7,943.2% | +2,116.5% | +5,826.7% | +2,345.7% |
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