+25.7%
BIL vs SAN
+275.0%
-249.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +3.4% | -3.3% | +0.1% |
| 30D | 0.0% | -6.3% | +6.3% | 0.0% |
| 3M | +0.6% | -14.1% | +14.7% | +0.6% |
| 6M | +1.5% | +4.2% | -2.7% | +1.5% |
| YTD | +2.8% | +9.0% | -6.2% | +2.8% |
| 1Y | +3.3% | +18.8% | -15.4% | +3.3% |
| 3Y | +13.4% | +252.0% | -238.6% | +13.4% |
| 5Y | +19.8% | +299.5% | -279.6% | +19.8% |
| 10Y | +25.7% | +276.7% | -250.9% | +25.6% |
| All | +25.7% | +275.0% | -249.3% | +25.6% |
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