+50.2%
SAN vs BR
-31.7%
+81.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +0.2% | -3.0% | +3.2% | +0.2% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | +19.1% | +17.3% | +1.8% | +18.9% |
| 6M | +33.2% | -6.7% | +39.9% | +33.7% |
| YTD | +29.1% | -23.4% | +52.6% | +31.4% |
| 1Y | +50.2% | -32.7% | +82.9% | +54.6% |
| All | +50.2% | -31.7% | +81.9% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling