+33.7%
BP vs SAN
+358.9%
-325.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.9% | +1.8% | +2.2% | +3.7% |
| 30D | +7.6% | +2.0% | +5.6% | +7.3% |
| 3M | +0.7% | +19.7% | -19.0% | -1.9% |
| 6M | +15.5% | +30.6% | -15.1% | +10.3% |
| YTD | +30.8% | +28.8% | +2.0% | +24.4% |
| 1Y | +34.3% | +57.8% | -23.5% | +20.7% |
| All | +33.7% | +358.9% | -325.2% | -9.6% |
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