+342.6%
SAN vs BG
+19.0%
+323.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -0.1% | +10.3% | -10.4% | -1.4% |
| 3M | +19.6% | -1.9% | +21.5% | +20.0% |
| 6M | +32.7% | +5.2% | +27.4% | +30.8% |
| YTD | +26.7% | +41.2% | -14.5% | +17.0% |
| 1Y | +51.6% | +50.5% | +1.1% | +37.6% |
| All | +342.6% | +19.0% | +323.6% | +324.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling