+345.3%
SAN vs BTG
+159.3%
+186.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.2% | -3.8% | +4.0% | +0.6% |
| 30D | +0.9% | +3.6% | -2.7% | +0.5% |
| 3M | +19.1% | +32.0% | -12.9% | +15.5% |
| 6M | +33.2% | +3.4% | +29.8% | +31.7% |
| YTD | +29.1% | +20.8% | +8.3% | +25.8% |
| 1Y | +50.2% | +22.4% | +27.8% | +45.8% |
| 3Y | +351.0% | +91.7% | +259.3% | +318.1% |
| 5Y | +394.7% | +79.0% | +315.7% | +359.1% |
| All | +345.3% | +159.3% | +186.0% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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