+549.5%
BTSG vs SAN
+236.9%
+312.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.7% |
| 7D | +8.5% | +1.0% | +7.5% | +8.1% |
| 30D | +14.0% | -9.4% | +23.4% | +17.8% |
| 3M | +19.7% | -17.1% | +36.9% | +27.4% |
| 6M | +28.7% | +2.2% | +26.6% | +26.5% |
| YTD | +90.8% | +6.0% | +84.8% | +83.1% |
| 1Y | +112.4% | +12.7% | +99.7% | +98.9% |
| All | +549.5% | +236.9% | +312.6% | +337.9% |
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