-31.3%
BABA vs SAN
+381.6%
-412.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -4.8% | +1.8% | -6.5% | -5.5% |
| 30D | -11.9% | +2.0% | -13.9% | -12.7% |
| 3M | -9.3% | +19.7% | -29.0% | -16.4% |
| 6M | -14.2% | +30.6% | -44.9% | -24.0% |
| YTD | -22.0% | +28.8% | -50.9% | -30.8% |
| 1Y | -12.7% | +57.8% | -70.5% | -28.9% |
| 3Y | +26.7% | +338.1% | -311.5% | -35.7% |
| All | -31.3% | +381.6% | -412.9% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling