+452.1%
BTSG vs SAN
+309.6%
+142.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +2.7% | +1.8% | +0.9% | +2.0% |
| 30D | -3.6% | +2.0% | -5.6% | -4.3% |
| 3M | +5.8% | +19.7% | -13.9% | -1.1% |
| 6M | +44.7% | +30.6% | +14.1% | +30.4% |
| YTD | +62.2% | +28.8% | +33.3% | +45.9% |
| 1Y | +152.1% | +57.8% | +94.3% | +109.8% |
| All | +452.1% | +309.6% | +142.5% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling