+410.0%
SAN vs BB
+307.3%
+102.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -2.9% |
| 7D | +4.9% | +3.8% | +1.1% | +4.3% |
| 30D | -13.0% | -0.3% | -12.6% | -13.2% |
| 3M | -18.9% | -0.5% | -18.4% | -19.4% |
| 6M | -4.1% | +45.9% | -50.1% | -10.9% |
| YTD | +2.6% | +130.6% | -128.0% | -11.1% |
| 1Y | +16.9% | +89.2% | -72.2% | +4.0% |
| 3Y | +239.1% | +137.5% | +101.6% | +180.0% |
| 5Y | +266.8% | -20.9% | +287.7% | +242.6% |
| 10Y | +246.0% | +25.4% | +220.6% | +162.4% |
| All | +410.0% | +307.3% | +102.7% | +219.0% |
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