+1,821.9%
BA vs SAN
+2,116.5%
-294.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +1.2% | +1.8% | -0.6% | +0.5% |
| 30D | -11.6% | +2.0% | -13.6% | -12.3% |
| 3M | -2.4% | +19.7% | -22.1% | -8.7% |
| 6M | -6.6% | +30.6% | -37.3% | -15.6% |
| YTD | -2.2% | +28.8% | -31.1% | -11.8% |
| 1Y | -8.0% | +57.8% | -65.8% | -23.1% |
| 3Y | -5.0% | +338.1% | -343.1% | -46.3% |
| 5Y | -2.7% | +384.2% | -386.9% | -48.1% |
| 10Y | +75.9% | +353.1% | -277.3% | -4.9% |
| All | +1,821.9% | +2,116.5% | -294.5% | +584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling