-28.3%
BABA vs SAN
+267.8%
-296.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.2% |
| 7D | +11.6% | +4.9% | +6.7% | +9.5% |
| 30D | +2.3% | -13.0% | +15.3% | +7.8% |
| 3M | -13.7% | -18.9% | +5.2% | -6.7% |
| 6M | -21.9% | -4.1% | -17.8% | -21.8% |
| YTD | -24.6% | +2.6% | -27.2% | -27.1% |
| 1Y | -34.1% | +16.9% | -51.0% | -39.8% |
| 3Y | +36.3% | +239.1% | -202.8% | -24.0% |
| All | -28.3% | +267.8% | -296.1% | -60.5% |
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