-35.3%
BABA vs SAN
+23.5%
-58.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.4% | -1.5% | +2.9% |
| 7D | +4.3% | +4.5% | -0.2% | +2.8% |
| 30D | -5.0% | -12.1% | +7.1% | -1.4% |
| 3M | -18.4% | -15.6% | -2.8% | -14.5% |
| 6M | -20.3% | +5.8% | -26.1% | -24.4% |
| YTD | -27.5% | +5.5% | -33.0% | -31.7% |
| 1Y | -35.3% | +23.6% | -58.9% | -37.5% |
| All | -35.3% | +23.5% | -58.8% | -37.5% |
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