+298.4%
SAN vs BTG
+30.0%
+268.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +4.0% | -9.1% | +13.1% | +5.9% |
| 30D | -7.8% | -1.6% | -6.2% | -7.7% |
| 3M | -16.4% | -2.8% | -13.6% | -16.3% |
| 6M | +3.5% | -7.6% | +11.1% | +3.7% |
| YTD | +6.7% | +10.2% | -3.6% | +2.5% |
| 1Y | +14.5% | +21.3% | -6.8% | +8.0% |
| 3Y | +243.5% | +82.7% | +160.8% | +190.2% |
| All | +298.4% | +30.0% | +268.4% | +263.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling