+50.3%
BP vs SAN
+247.1%
-196.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.8% | +4.0% | -0.2% | +3.5% |
| 30D | -5.3% | -7.8% | +2.5% | -4.6% |
| 3M | +9.3% | -16.4% | +25.6% | +11.1% |
| 6M | +7.2% | +3.5% | +3.7% | +5.7% |
| YTD | +38.0% | +6.7% | +31.4% | +33.7% |
| 1Y | +33.2% | +14.5% | +18.7% | +26.5% |
| 3Y | +50.3% | +243.5% | -193.2% | +5.3% |
| All | +50.3% | +247.1% | -196.8% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling