+345.3%
SAN vs BRKR
+155.3%
+189.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.2% | -8.7% | +8.9% | +2.6% |
| 30D | +0.9% | -9.9% | +10.8% | +3.5% |
| 3M | +19.1% | -3.1% | +22.2% | +17.9% |
| 6M | +33.2% | +45.5% | -12.3% | +16.1% |
| YTD | +29.1% | +13.7% | +15.4% | +19.7% |
| 1Y | +50.2% | +67.4% | -17.2% | +23.2% |
| 3Y | +351.0% | -13.2% | +364.3% | +324.2% |
| 5Y | +394.7% | -39.5% | +434.2% | +414.4% |
| All | +345.3% | +155.3% | +189.9% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling