+16.0%
BABA vs SAN
+345.3%
-329.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -4.8% | +1.8% | -6.5% | -5.3% |
| 30D | -11.9% | +2.0% | -13.9% | -12.6% |
| 3M | -9.3% | +19.7% | -29.0% | -15.0% |
| 6M | -14.2% | +30.6% | -44.9% | -22.1% |
| YTD | -22.0% | +28.8% | -50.9% | -28.9% |
| 1Y | -12.7% | +57.8% | -70.5% | -25.6% |
| 3Y | +26.7% | +338.1% | -311.5% | -23.8% |
| 5Y | -29.3% | +384.2% | -413.6% | -59.8% |
| All | +16.0% | +345.3% | -329.4% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling