+83.2%
BN vs SAN
+358.9%
-275.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -2.5% | +1.8% | -4.2% | -3.3% |
| 30D | -9.5% | +2.0% | -11.5% | -10.3% |
| 3M | -10.4% | +19.7% | -30.1% | -17.9% |
| 6M | -6.4% | +30.6% | -37.0% | -17.9% |
| YTD | -11.9% | +28.8% | -40.7% | -22.7% |
| 1Y | -8.6% | +57.8% | -66.4% | -27.4% |
| All | +83.2% | +358.9% | -275.7% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling