+533.6%
SAN vs BG
+1,131.5%
-597.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +1.8% | +2.8% | -1.0% | +0.5% |
| 30D | +2.0% | +12.0% | -10.1% | -3.0% |
| 3M | +19.7% | -7.7% | +27.4% | +22.5% |
| 6M | +30.6% | +4.5% | +26.1% | +25.8% |
| YTD | +28.8% | +35.7% | -6.8% | +10.5% |
| 1Y | +57.8% | +50.1% | +7.7% | +28.2% |
| 3Y | +338.1% | +12.6% | +325.5% | +293.4% |
| 5Y | +384.2% | +75.4% | +308.8% | +244.3% |
| 10Y | +353.1% | +150.5% | +202.7% | +157.2% |
| All | +533.6% | +1,131.5% | -597.9% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling