+15.3%
BTDR vs SAN
+375.8%
-360.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.1% | -6.4% |
| 7D | -3.2% | -2.8% | -0.4% | -2.2% |
| 30D | +32.7% | -0.5% | +33.2% | +33.0% |
| 3M | -28.4% | +22.7% | -51.1% | -32.8% |
| 6M | +51.7% | +28.8% | +22.9% | +40.9% |
| YTD | +2.9% | +26.3% | -23.4% | -3.6% |
| 1Y | -15.5% | +48.8% | -64.3% | -23.9% |
| 3Y | 0.0% | +347.2% | -347.2% | -22.0% |
| 5Y | +16.5% | +383.8% | -367.3% | -9.1% |
| All | +15.3% | +375.8% | -360.5% | -10.2% |
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 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