+335.5%
SAN vs BB
-0.1%
+335.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -0.5% | -16.0% | +15.5% | +1.7% |
| 3M | +22.7% | -14.5% | +37.2% | +24.2% |
| 6M | +28.8% | +118.6% | -89.8% | +12.4% |
| YTD | +26.3% | +98.9% | -72.7% | +11.7% |
| 1Y | +48.8% | +99.5% | -50.6% | +30.8% |
| 3Y | +347.2% | +65.4% | +281.9% | +286.8% |
| 5Y | +383.8% | -27.6% | +411.4% | +354.8% |
| All | +335.5% | -0.1% | +335.6% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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