+125.0%
BP vs SAN
+338.5%
-213.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +0.9% | +3.3% | -2.4% | -0.6% |
| 30D | +9.1% | +1.1% | +8.0% | +8.4% |
| 3M | +3.9% | +22.2% | -18.3% | -5.9% |
| 6M | +13.6% | +36.0% | -22.4% | -3.9% |
| YTD | +34.0% | +28.2% | +5.8% | +15.1% |
| 1Y | +39.2% | +54.1% | -15.0% | +8.8% |
| 3Y | +36.4% | +354.2% | -317.8% | -41.2% |
| 5Y | +135.8% | +387.3% | -251.5% | -7.4% |
| 10Y | +125.0% | +334.8% | -209.8% | -18.0% |
| All | +125.0% | +338.5% | -213.5% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling