+354.2%
SAN vs BB
+68.2%
+286.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | +3.3% | +0.5% | +2.8% | +3.3% |
| 30D | +1.1% | -12.4% | +13.4% | +2.4% |
| 3M | +22.2% | -15.3% | +37.5% | +23.4% |
| 6M | +36.0% | +128.8% | -92.8% | +21.0% |
| YTD | +28.2% | +107.7% | -79.4% | +15.4% |
| 1Y | +54.1% | +103.9% | -49.8% | +38.1% |
| 3Y | +354.2% | +72.6% | +281.7% | +293.6% |
| All | +354.2% | +68.2% | +286.1% | +293.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling