-10.6%
BA vs SAN
+19.5%
-30.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.4% | +3.4% | -4.8% | -2.6% |
| 30D | -7.9% | -6.3% | -1.6% | -5.8% |
| 3M | -25.2% | -14.1% | -11.1% | -20.9% |
| 6M | -26.7% | +4.2% | -30.9% | -28.3% |
| YTD | -19.6% | +9.0% | -28.7% | -25.4% |
| 1Y | -10.6% | +18.8% | -29.4% | -21.5% |
| All | -10.6% | +19.5% | -30.1% | -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