+38.3%
BN vs SAN
+381.6%
-343.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.4% |
| 3M | -10.4% | +19.7% | -30.1% | -18.0% |
| 6M | -6.4% | +30.6% | -37.0% | -18.0% |
| YTD | -11.9% | +28.8% | -40.7% | -22.8% |
| 1Y | -8.6% | +57.8% | -66.4% | -27.5% |
| 3Y | +77.6% | +338.1% | -260.6% | -14.9% |
| All | +38.3% | +381.6% | -343.3% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling