-31.5%
BROS vs SAN
+53.7%
-85.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -6.6% | -0.5% | -6.1% | -6.4% |
| 30D | -12.3% | -0.1% | -12.3% | -12.3% |
| 3M | -22.2% | +19.6% | -41.8% | -29.8% |
| 6M | -14.3% | +32.7% | -47.0% | -26.8% |
| YTD | -26.6% | +26.7% | -53.3% | -37.1% |
| 1Y | -31.5% | +51.6% | -83.1% | -48.2% |
| All | -31.5% | +53.7% | -85.2% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling