+383.8%
SAN vs BTG
+75.0%
+308.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -2.8% | -5.5% | +2.7% | -1.8% |
| 30D | -0.5% | +6.1% | -6.6% | -1.7% |
| 3M | +22.7% | +38.6% | -15.9% | +14.8% |
| 6M | +28.8% | +0.7% | +28.1% | +26.6% |
| YTD | +26.3% | +20.3% | +5.9% | +19.9% |
| 1Y | +48.8% | +25.0% | +23.8% | +39.4% |
| 3Y | +347.2% | +97.3% | +249.9% | +274.9% |
| 5Y | +383.8% | +78.3% | +305.4% | +332.0% |
| All | +383.8% | +75.0% | +308.8% | +332.0% |
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