+276.7%
SAN vs BB
+31.7%
+245.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.0% |
| 7D | +3.4% | +7.3% | -3.9% | +2.3% |
| 30D | -6.3% | +11.2% | -17.5% | -7.9% |
| 3M | -14.1% | +4.7% | -18.8% | -15.3% |
| 6M | +4.2% | +51.1% | -47.0% | -3.8% |
| YTD | +9.0% | +148.0% | -139.0% | -6.8% |
| 1Y | +18.8% | +106.1% | -87.4% | +4.0% |
| 3Y | +252.0% | +158.2% | +93.8% | +185.7% |
| 5Y | +299.5% | -10.8% | +310.3% | +263.6% |
| 10Y | +276.7% | +29.3% | +247.4% | +151.1% |
| All | +276.7% | +31.7% | +245.0% | +151.1% |
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