+107.7%
SAN vs BR
+1,481.8%
-1,374.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.3% |
| 7D | +4.0% | +1.1% | +2.9% | +3.4% |
| 30D | -7.8% | +14.4% | -22.2% | -15.2% |
| 3M | -16.4% | +12.4% | -28.8% | -22.6% |
| 6M | +3.5% | +35.4% | -31.9% | -16.1% |
| YTD | +6.7% | -12.2% | +18.8% | +11.9% |
| 1Y | +14.5% | -12.7% | +27.2% | +20.6% |
| 3Y | +243.5% | +14.3% | +229.3% | +195.4% |
| 5Y | +296.2% | +19.3% | +276.9% | +221.1% |
| 10Y | +268.5% | +278.1% | -9.6% | +21.5% |
| All | +107.7% | +1,481.8% | -1,374.1% | -77.4% |
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