+383.8%
SAN vs BR
+7.7%
+376.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.8% | -6.0% | +3.2% | -0.8% |
| 30D | -0.5% | -0.9% | +0.3% | -0.4% |
| 3M | +22.7% | +16.4% | +6.4% | +15.7% |
| 6M | +28.8% | -8.2% | +37.0% | +32.4% |
| YTD | +26.3% | -23.2% | +49.5% | +39.2% |
| 1Y | +48.8% | -30.9% | +79.8% | +71.4% |
| 3Y | +347.2% | -5.0% | +352.2% | +342.2% |
| 5Y | +383.8% | +8.8% | +375.0% | +306.1% |
| All | +383.8% | +7.7% | +376.1% | +306.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling