+31.8%
BA vs SAN
+236.7%
-204.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.8% |
| 7D | +1.1% | +4.9% | -3.8% | -1.9% |
| 30D | -7.9% | -13.0% | +5.1% | -0.5% |
| 3M | -25.3% | -18.9% | -6.5% | -16.3% |
| 6M | -24.6% | -4.1% | -20.4% | -23.7% |
| YTD | -20.1% | +2.6% | -22.7% | -23.9% |
| 1Y | -11.8% | +16.9% | -28.7% | -22.5% |
| 3Y | -10.1% | +239.1% | -249.2% | -61.1% |
| 5Y | -22.7% | +266.8% | -289.6% | -70.1% |
| All | +31.8% | +236.7% | -204.9% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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