+50.2%
SAN vs BTG
+25.2%
+25.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.2% | -3.8% | +4.0% | +0.9% |
| 30D | +0.9% | +3.6% | -2.7% | +0.1% |
| 3M | +19.1% | +32.0% | -12.9% | +11.9% |
| 6M | +33.2% | +3.4% | +29.8% | +29.2% |
| YTD | +29.1% | +20.8% | +8.3% | +23.3% |
| 1Y | +50.2% | +22.4% | +27.8% | +42.6% |
| All | +50.2% | +25.2% | +25.0% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling