+103.9%
BP vs SAN
+267.8%
-163.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.1% |
| 7D | -11.6% | +4.9% | -16.5% | -12.8% |
| 30D | 0.0% | -13.0% | +13.0% | +3.2% |
| 3M | +6.7% | -18.9% | +25.6% | +11.7% |
| 6M | +2.2% | -4.1% | +6.3% | +1.6% |
| YTD | +33.0% | +2.6% | +30.4% | +27.5% |
| 1Y | +30.7% | +16.9% | +13.8% | +19.5% |
| 3Y | +44.2% | +239.1% | -194.9% | -13.3% |
| All | +103.9% | +267.8% | -163.9% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling