+76.4%
BND vs SAN
+146.4%
-70.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.1% | +1.8% | -1.9% | -0.1% |
| 30D | -0.4% | +2.0% | -2.3% | -0.3% |
| 3M | -0.6% | +19.7% | -20.4% | -0.4% |
| 6M | -1.4% | +30.6% | -32.1% | -1.1% |
| YTD | -0.2% | +28.8% | -29.1% | +0.1% |
| 1Y | +1.3% | +57.8% | -56.5% | +1.9% |
| 3Y | +13.2% | +338.1% | -325.0% | +15.5% |
| 5Y | -1.6% | +384.2% | -385.8% | +0.7% |
| 10Y | +15.5% | +353.1% | -337.7% | +18.4% |
| All | +76.4% | +146.4% | -70.0% | +79.4% |
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