+51.6%
SAN vs BB
+100.8%
-49.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | -0.1% | -12.2% | +12.2% | +0.9% |
| 3M | +19.6% | -12.3% | +32.0% | +20.1% |
| 6M | +32.7% | +122.7% | -90.0% | +20.4% |
| YTD | +26.7% | +104.5% | -77.8% | +15.2% |
| 1Y | +51.6% | +106.7% | -55.0% | +40.4% |
| All | +51.6% | +100.8% | -49.1% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling