+838.5%
BX vs SAN
+101.4%
+737.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.6% |
| 30D | +8.8% | -9.4% | +18.2% | +14.1% |
| 3M | -18.3% | -17.1% | -1.1% | -10.4% |
| 6M | -1.5% | +2.2% | -3.7% | -3.4% |
| YTD | -19.9% | +6.0% | -25.9% | -23.7% |
| 1Y | -14.5% | +12.7% | -27.2% | -21.3% |
| 3Y | +32.3% | +242.1% | -209.9% | -33.9% |
| 5Y | -1.1% | +293.6% | -294.7% | -55.5% |
| 10Y | +657.8% | +266.1% | +391.7% | +209.2% |
| All | +838.5% | +101.4% | +737.1% | +315.9% |
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