+3.5%
SAN vs BR
+32.3%
-28.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | +4.0% | +1.1% | +2.9% | +4.0% |
| 30D | -7.8% | +14.4% | -22.2% | -7.4% |
| 3M | -16.4% | +12.4% | -28.8% | -15.9% |
| 6M | +3.5% | +35.4% | -31.9% | +6.1% |
| All | +3.5% | +32.3% | -28.8% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling