+625.7%
BX vs SAN
+267.7%
+358.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.6% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | +8.8% | -9.4% | +18.2% | +13.3% |
| 3M | -18.3% | -17.1% | -1.1% | -11.6% |
| 6M | -1.5% | +2.2% | -3.7% | -3.1% |
| YTD | -19.9% | +6.0% | -25.9% | -23.0% |
| 1Y | -14.5% | +12.7% | -27.2% | -20.1% |
| 3Y | +32.3% | +242.1% | -209.9% | -25.8% |
| 5Y | -1.1% | +293.6% | -294.7% | -49.4% |
| All | +625.7% | +267.7% | +358.0% | +227.7% |
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