+23.4%
BA vs SAN
+267.7%
-244.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.1% |
| 7D | -0.6% | +1.0% | -1.5% | -1.4% |
| 30D | -8.0% | -9.4% | +1.4% | -3.2% |
| 3M | -25.8% | -17.1% | -8.7% | -18.0% |
| 6M | -27.6% | +2.2% | -29.7% | -29.6% |
| YTD | -21.0% | +6.0% | -27.0% | -26.3% |
| 1Y | -12.3% | +12.7% | -25.0% | -21.2% |
| 3Y | -12.8% | +242.1% | -254.9% | -62.6% |
| 5Y | -22.4% | +293.6% | -316.0% | -71.4% |
| All | +23.4% | +267.7% | -244.3% | -56.0% |
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