-3.8%
BROS vs SAN
+311.3%
-315.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -19.0% | +10.8% | -29.8% | -22.6% |
| 30D | -7.3% | -5.7% | -1.5% | -5.1% |
| 3M | -31.2% | -13.4% | -17.8% | -27.0% |
| 6M | -33.0% | +3.5% | -36.6% | -35.0% |
| YTD | -42.4% | +9.7% | -52.1% | -45.8% |
| 1Y | -37.7% | +20.9% | -58.6% | -44.0% |
| 3Y | +28.2% | +254.3% | -226.1% | -29.9% |
| 5Y | -43.4% | +304.2% | -347.6% | -74.1% |
| All | -3.8% | +311.3% | -315.1% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling