-21.9%
BA vs SAN
+294.6%
-316.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -3.3% |
| 7D | -1.7% | +8.7% | -10.4% | -5.5% |
| 30D | -9.5% | -6.5% | -3.0% | -7.1% |
| 3M | -26.5% | -14.2% | -12.3% | -21.8% |
| 6M | -27.4% | +2.7% | -30.1% | -28.9% |
| YTD | -20.6% | +8.9% | -29.5% | -25.3% |
| 1Y | -11.4% | +23.4% | -34.8% | -21.4% |
| 3Y | -10.8% | +257.9% | -268.8% | -53.1% |
| 5Y | -21.9% | +297.8% | -319.7% | -59.1% |
| All | -21.9% | +294.6% | -316.5% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling