+433.9%
BTSG vs SAN
+310.4%
+123.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.6% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -1.6% | +0.9% | -2.5% | -1.9% |
| 3M | -6.9% | +19.1% | -26.0% | -12.8% |
| 6M | +42.1% | +33.2% | +8.9% | +27.2% |
| YTD | +56.8% | +29.1% | +27.7% | +40.9% |
| 1Y | +109.8% | +50.2% | +59.6% | +77.7% |
| All | +433.9% | +310.4% | +123.5% | +237.1% |
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