+267.7%
SAN vs BB
+21.8%
+246.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.0% |
| 7D | +4.0% | +1.8% | +2.2% | +3.7% |
| 30D | -7.8% | +8.1% | -16.0% | -9.0% |
| 3M | -16.4% | -1.0% | -15.4% | -16.8% |
| 6M | +3.5% | +45.9% | -42.4% | -3.9% |
| YTD | +6.7% | +134.8% | -128.1% | -8.1% |
| 1Y | +14.5% | +104.6% | -90.1% | +0.3% |
| 3Y | +243.5% | +152.8% | +90.7% | +179.6% |
| 5Y | +296.2% | -17.4% | +313.6% | +264.5% |
| All | +267.7% | +21.8% | +246.0% | +147.0% |
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