+13,071.1%
BLK vs SAN
+479.4%
+12,591.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -2.4% | +3.3% | -5.7% | -3.7% |
| 30D | -3.1% | +1.1% | -4.2% | -3.6% |
| 3M | +10.7% | +22.2% | -11.5% | +1.7% |
| 6M | +15.9% | +36.0% | -20.1% | +1.6% |
| YTD | +4.0% | +28.2% | -24.2% | -7.1% |
| 1Y | +1.3% | +54.1% | -52.9% | -16.4% |
| 3Y | +69.6% | +354.2% | -284.7% | -12.2% |
| 5Y | +33.8% | +387.3% | -353.5% | -34.9% |
| 10Y | +276.2% | +334.8% | -58.7% | +77.0% |
| All | +13,071.1% | +479.4% | +12,591.7% | +5,283.1% |
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