+790.5%
BKNG vs SAN
+474.5%
+316.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.3% |
| 7D | -13.1% | -0.5% | -12.6% | -12.9% |
| 30D | -18.5% | -0.1% | -18.5% | -18.5% |
| 3M | +5.8% | +19.6% | -13.9% | -2.8% |
| 6M | -2.1% | +32.7% | -34.8% | -14.6% |
| YTD | -18.6% | +26.7% | -45.3% | -28.0% |
| 1Y | -21.7% | +51.6% | -73.3% | -36.3% |
| 3Y | +40.9% | +348.7% | -307.9% | -32.3% |
| 5Y | +91.0% | +378.7% | -287.8% | -13.4% |
| 10Y | +213.2% | +336.9% | -123.8% | +35.7% |
| All | +790.5% | +474.5% | +316.0% | +131.3% |
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