+23.9%
BABA vs SAN
+86.7%
-62.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | +11.6% | +4.9% | +6.7% | +10.0% |
| 30D | +2.3% | -13.0% | +15.3% | +6.6% |
| 3M | -13.7% | -18.9% | +5.2% | -8.3% |
| 6M | -21.9% | -4.1% | -17.8% | -21.7% |
| YTD | -24.6% | +2.6% | -27.2% | -26.2% |
| 1Y | -34.1% | +16.9% | -51.0% | -38.1% |
| 3Y | +36.3% | +239.1% | -202.8% | -8.9% |
| 5Y | -26.7% | +266.8% | -293.6% | -53.2% |
| 10Y | +19.2% | +246.0% | -226.8% | -24.7% |
| All | +23.9% | +86.7% | -62.8% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling