+259.6%
SAN vs BBWI
-41.3%
+300.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.3% | +5.7% |
| 7D | +8.7% | -6.2% | +14.9% | +10.2% |
| 30D | -6.5% | +25.5% | -32.0% | -11.1% |
| 3M | -14.2% | +8.0% | -22.2% | -16.3% |
| 6M | +2.7% | +12.7% | -10.0% | -1.2% |
| YTD | +8.9% | +11.6% | -2.8% | +3.7% |
| 1Y | +23.4% | -0.9% | +24.3% | +19.2% |
| 3Y | +257.9% | -22.7% | +280.6% | +248.6% |
| 5Y | +297.8% | -67.2% | +364.9% | +350.9% |
| 10Y | +259.6% | -43.7% | +303.3% | +177.0% |
| All | +259.6% | -41.3% | +300.9% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling