+468.7%
BTSG vs SAN
+307.7%
+161.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | +5.7% | +3.3% | +2.4% | +4.5% |
| 30D | +0.2% | +1.1% | -0.9% | -0.2% |
| 3M | +5.6% | +22.2% | -16.6% | -1.9% |
| 6M | +50.8% | +36.0% | +14.8% | +34.0% |
| YTD | +67.0% | +28.2% | +38.8% | +50.5% |
| 1Y | +145.5% | +54.1% | +91.4% | +106.0% |
| All | +468.7% | +307.7% | +161.0% | +260.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling