-2.1%
BROS vs SAN
+299.8%
-301.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.2% |
| 7D | +6.3% | +4.0% | +2.3% | +4.6% |
| 30D | -8.3% | -7.8% | -0.5% | -5.2% |
| 3M | -29.8% | -16.4% | -13.4% | -24.4% |
| 6M | -25.8% | +3.5% | -29.4% | -27.9% |
| YTD | -41.4% | +6.7% | -48.0% | -44.2% |
| 1Y | -35.2% | +14.5% | -49.7% | -40.2% |
| 3Y | +32.8% | +243.5% | -210.8% | -26.3% |
| 5Y | -42.2% | +296.2% | -338.3% | -73.2% |
| All | -2.1% | +299.8% | -301.9% | -52.4% |
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