+18.8%
BX vs SAN
+384.1%
-365.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.0% |
| 7D | -5.7% | -0.5% | -5.2% | -5.4% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | +8.4% | +19.6% | -11.2% | -1.2% |
| 6M | +18.9% | +32.7% | -13.8% | +2.5% |
| YTD | -13.6% | +26.7% | -40.3% | -24.2% |
| 1Y | -22.4% | +51.6% | -74.1% | -38.2% |
| 3Y | +26.0% | +348.7% | -322.7% | -44.7% |
| 5Y | +18.8% | +378.7% | -360.0% | -53.8% |
| All | +18.8% | +384.1% | -365.3% | -53.8% |
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