-11.9%
BA vs SAN
+12.6%
-24.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.1% | +4.0% | -5.1% | -2.6% |
| 30D | -7.1% | -7.8% | +0.7% | -4.5% |
| 3M | -25.5% | -16.4% | -9.2% | -20.5% |
| 6M | -28.7% | +3.5% | -32.2% | -30.1% |
| YTD | -21.0% | +6.7% | -27.7% | -26.4% |
| 1Y | -11.9% | +14.5% | -26.4% | -21.5% |
| All | -11.9% | +12.6% | -24.5% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling