+24.7%
BTDR vs SAN
+384.1%
-359.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +14.8% | -0.5% | +15.3% | +15.1% |
| 30D | +41.8% | -0.1% | +41.9% | +41.9% |
| 3M | -29.2% | +19.6% | -48.8% | -33.1% |
| 6M | +66.2% | +32.7% | +33.5% | +52.8% |
| YTD | +10.0% | +26.7% | -16.7% | +2.8% |
| 1Y | -11.0% | +51.6% | -62.6% | -20.5% |
| 3Y | +6.9% | +348.7% | -341.8% | -17.5% |
| 5Y | +24.7% | +378.7% | -354.1% | -4.0% |
| All | +24.7% | +384.1% | -359.4% | -4.0% |
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