+149.7%
SAN vs BR
+1,286.0%
-1,136.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +1.0% |
| 7D | +3.3% | -5.9% | +9.3% | +7.2% |
| 30D | +1.1% | +1.9% | -0.8% | -0.4% |
| 3M | +22.2% | +14.7% | +7.6% | +10.6% |
| 6M | +36.0% | -12.8% | +48.8% | +44.7% |
| YTD | +28.2% | -23.0% | +51.3% | +46.5% |
| 1Y | +54.1% | -31.7% | +85.8% | +89.3% |
| 3Y | +354.2% | -4.8% | +359.0% | +339.5% |
| 5Y | +387.3% | +7.8% | +379.5% | +319.4% |
| 10Y | +334.8% | +184.1% | +150.7% | +74.9% |
| All | +149.7% | +1,286.0% | -1,136.3% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling