-33.4%
BABA vs SAN
+298.8%
-332.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +2.4% | +10.8% | -8.4% | -1.9% |
| 30D | -7.8% | -5.7% | -2.0% | -6.0% |
| 3M | -22.4% | -13.4% | -8.9% | -18.4% |
| 6M | -26.0% | +3.5% | -29.5% | -28.3% |
| YTD | -29.3% | +9.7% | -39.0% | -33.5% |
| 1Y | -37.5% | +20.9% | -58.4% | -43.7% |
| 3Y | +31.9% | +254.3% | -222.4% | -27.7% |
| 5Y | -33.4% | +304.2% | -337.7% | -65.9% |
| All | -33.4% | +298.8% | -332.2% | -65.9% |
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