+15,251.3%
BN vs SAN
+2,116.5%
+13,134.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.5% | +1.8% | -4.2% | -3.1% |
| 30D | -9.5% | +2.0% | -11.5% | -10.1% |
| 3M | -10.4% | +19.7% | -30.1% | -15.9% |
| 6M | -6.4% | +30.6% | -37.0% | -14.8% |
| YTD | -11.9% | +28.8% | -40.7% | -19.7% |
| 1Y | -8.6% | +57.8% | -66.4% | -22.4% |
| 3Y | +77.6% | +338.1% | -260.6% | +5.9% |
| 5Y | +37.0% | +384.2% | -347.2% | -22.4% |
| 10Y | +266.4% | +353.1% | -86.8% | +101.4% |
| All | +15,251.3% | +2,116.5% | +13,134.9% | +5,558.1% |
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