+34.5%
BABA vs SAN
+243.2%
-208.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +8.6% | +3.5% | +5.1% | +7.4% |
| 30D | -1.1% | -13.2% | +12.1% | +3.2% |
| 3M | -15.9% | -16.9% | +1.0% | -11.3% |
| 6M | -17.5% | +2.3% | -19.9% | -19.4% |
| YTD | -25.6% | +4.9% | -30.5% | -28.2% |
| 1Y | -33.8% | +20.4% | -54.3% | -38.8% |
| All | +34.5% | +243.2% | -208.7% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling