+342.6%
SAN vs BR
-5.1%
+347.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.5% | -5.0% | +4.5% | +0.6% |
| 30D | -0.1% | -2.5% | +2.4% | +0.4% |
| 3M | +19.6% | +13.5% | +6.2% | +15.7% |
| 6M | +32.7% | -9.4% | +42.1% | +37.1% |
| YTD | +26.7% | -23.3% | +50.0% | +38.9% |
| 1Y | +51.6% | -31.6% | +83.2% | +74.0% |
| All | +342.6% | -5.1% | +347.7% | +332.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling