+269.8%
SAN vs BB
-20.8%
+290.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -2.9% |
| 7D | +4.9% | +3.8% | +1.1% | +4.2% |
| 30D | -13.0% | -0.3% | -12.6% | -13.2% |
| 3M | -18.9% | -0.5% | -18.4% | -19.5% |
| 6M | -4.1% | +45.9% | -50.1% | -12.1% |
| YTD | +2.6% | +130.6% | -128.0% | -13.7% |
| 1Y | +16.9% | +89.2% | -72.2% | +1.4% |
| 3Y | +239.1% | +137.5% | +101.6% | +167.9% |
| All | +269.8% | -20.8% | +290.6% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling