+127.0%
BP vs SAN
+255.1%
-128.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -6.3% | +10.8% | -17.1% | -10.6% |
| 30D | -3.6% | -5.7% | +2.1% | -1.8% |
| 3M | +5.2% | -13.4% | +18.7% | +10.7% |
| 6M | +5.3% | +3.5% | +1.8% | +1.1% |
| YTD | +33.1% | +9.7% | +23.4% | +21.0% |
| 1Y | +26.3% | +20.9% | +5.4% | +9.2% |
| 3Y | +47.5% | +254.3% | -206.8% | -29.2% |
| 5Y | +106.2% | +304.2% | -198.1% | -12.7% |
| 10Y | +127.0% | +260.2% | -133.3% | -11.4% |
| All | +127.0% | +255.1% | -128.1% | -11.4% |
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 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