+16,294.4%
BN vs SAN
+1,772.7%
+14,521.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +1.8% |
| 7D | +3.6% | +8.7% | -5.1% | +0.8% |
| 30D | +15.9% | -6.5% | +22.3% | +18.3% |
| 3M | -2.3% | -14.2% | +11.8% | +2.5% |
| 6M | -8.4% | +2.7% | -11.1% | -9.8% |
| YTD | -5.9% | +8.9% | -14.7% | -9.5% |
| 1Y | -5.6% | +23.4% | -29.0% | -13.0% |
| 3Y | +104.2% | +257.9% | -153.7% | +30.0% |
| 5Y | +35.5% | +297.8% | -262.3% | -18.1% |
| 10Y | +285.2% | +259.6% | +25.6% | +128.2% |
| All | +16,294.4% | +1,772.7% | +14,521.6% | +6,279.5% |
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 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