+540.6%
SAN vs BB
+258.8%
+281.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.8% | -5.6% | +7.4% | +2.6% |
| 30D | +2.0% | -11.8% | +13.8% | +3.6% |
| 3M | +19.7% | -25.5% | +45.3% | +23.5% |
| 6M | +30.6% | +121.3% | -90.6% | +14.5% |
| YTD | +28.8% | +103.2% | -74.3% | +14.3% |
| 1Y | +57.8% | +102.6% | -44.9% | +39.2% |
| 3Y | +338.1% | +37.5% | +300.6% | +290.7% |
| 5Y | +384.2% | -30.4% | +414.7% | +361.7% |
| 10Y | +353.1% | 0.0% | +353.1% | +256.5% |
| All | +540.6% | +258.8% | +281.7% | +310.0% |
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