+642.7%
BX vs SAN
+347.0%
+295.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -8.9% | -2.8% | -6.1% | -7.7% |
| 30D | -14.8% | -0.5% | -14.2% | -14.6% |
| 3M | +6.9% | +22.7% | -15.8% | -2.5% |
| 6M | +16.3% | +28.8% | -12.5% | +3.5% |
| YTD | -16.1% | +26.3% | -42.3% | -25.0% |
| 1Y | -26.8% | +48.8% | -75.6% | -39.3% |
| 3Y | +22.4% | +347.2% | -324.8% | -38.7% |
| 5Y | +16.0% | +383.8% | -367.8% | -45.4% |
| All | +642.7% | +347.0% | +295.7% | +222.3% |
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 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