+445.6%
SAN vs BB
+325.9%
+119.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +10.8% | +11.6% | -0.8% | +9.1% |
| 30D | -5.7% | +2.6% | -8.3% | -6.3% |
| 3M | -13.4% | +3.5% | -16.9% | -14.5% |
| 6M | +3.5% | +43.5% | -39.9% | -3.5% |
| YTD | +9.7% | +141.2% | -131.4% | -5.4% |
| 1Y | +20.9% | +97.4% | -76.5% | +6.9% |
| 3Y | +254.3% | +151.1% | +103.2% | +190.5% |
| 5Y | +304.2% | -12.8% | +317.0% | +272.6% |
| 10Y | +260.2% | +27.5% | +232.8% | +172.6% |
| All | +445.6% | +325.9% | +119.6% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling