+345.3%
SAN vs BR
+189.7%
+155.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.2% | -3.0% | +3.2% | +1.5% |
| 30D | +0.9% | -0.3% | +1.2% | +0.9% |
| 3M | +19.1% | +17.3% | +1.8% | +9.9% |
| 6M | +33.2% | -6.7% | +39.9% | +35.9% |
| YTD | +29.1% | -23.4% | +52.6% | +43.9% |
| 1Y | +50.2% | -32.7% | +82.9% | +78.0% |
| 3Y | +351.0% | -5.9% | +356.9% | +345.4% |
| 5Y | +394.7% | +8.4% | +386.2% | +342.9% |
| All | +345.3% | +189.7% | +155.6% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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