+50.2%
SAN vs BG
+53.0%
-2.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.1% |
| 7D | +0.2% | +3.1% | -2.9% | +0.4% |
| 30D | +0.9% | +10.2% | -9.3% | +1.7% |
| 3M | +19.1% | -1.7% | +20.8% | +19.5% |
| 6M | +33.2% | +1.0% | +32.2% | +33.4% |
| YTD | +29.1% | +39.9% | -10.8% | +27.8% |
| 1Y | +50.2% | +53.2% | -3.0% | +50.0% |
| All | +50.2% | +53.0% | -2.7% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling