+267.7%
SAN vs BG
+111.0%
+156.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +4.0% | +2.6% | +1.4% | +3.1% |
| 30D | -7.8% | -6.7% | -1.2% | -5.5% |
| 3M | -16.4% | -9.3% | -7.1% | -13.8% |
| 6M | +3.5% | -18.3% | +21.9% | +10.1% |
| YTD | +6.7% | +16.2% | -9.5% | -2.5% |
| 1Y | +14.5% | +7.6% | +6.9% | +7.8% |
| 3Y | +243.5% | +6.6% | +237.0% | +216.0% |
| 5Y | +296.2% | +22.2% | +274.0% | +228.2% |
| All | +267.7% | +111.0% | +156.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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