+463.5%
BTSG vs SAN
+302.7%
+160.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +0.9% | -0.1% | +0.9% | +0.9% |
| 3M | +1.6% | +19.6% | -18.0% | -4.9% |
| 6M | +46.8% | +32.7% | +14.1% | +31.6% |
| YTD | +65.5% | +26.7% | +38.8% | +49.8% |
| 1Y | +136.2% | +51.6% | +84.6% | +99.4% |
| All | +463.5% | +302.7% | +160.8% | +258.3% |
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