-2.8%
BLK vs SAN
+51.4%
-54.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +0.8% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -6.5% | +0.9% | -7.5% | -6.9% |
| 3M | +6.7% | +19.1% | -12.4% | +0.1% |
| 6M | +14.7% | +33.2% | -18.5% | +3.2% |
| YTD | +2.5% | +29.1% | -26.6% | -7.0% |
| 1Y | -2.8% | +50.2% | -53.0% | -14.5% |
| All | -2.8% | +51.4% | -54.2% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling