+23.3%
BA vs SAN
+270.1%
-246.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -1.1% | +4.0% | -5.1% | -3.6% |
| 30D | -7.1% | -7.8% | +0.7% | -3.2% |
| 3M | -25.5% | -16.4% | -9.2% | -18.2% |
| 6M | -28.7% | +3.5% | -32.2% | -31.2% |
| YTD | -21.0% | +6.7% | -27.7% | -26.6% |
| 1Y | -11.9% | +14.5% | -26.4% | -21.6% |
| 3Y | -16.2% | +243.5% | -259.7% | -64.1% |
| 5Y | -22.4% | +296.2% | -318.6% | -71.6% |
| All | +23.3% | +270.1% | -246.8% | -56.1% |
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