-29.0%
BABA vs SAN
+51.4%
-80.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -12.7% | +0.9% | -13.7% | -13.0% |
| 3M | -3.0% | +19.1% | -22.1% | -10.1% |
| 6M | -19.1% | +33.2% | -52.3% | -29.1% |
| YTD | -24.7% | +29.1% | -53.9% | -33.6% |
| 1Y | -29.0% | +50.2% | -79.3% | -41.4% |
| All | -29.0% | +51.4% | -80.5% | -41.4% |
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