+22.3%
BABA vs SAN
+91.0%
-68.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -15.9% | -16.9% | +1.0% | -11.3% |
| 6M | -17.5% | +2.3% | -19.9% | -18.9% |
| YTD | -25.6% | +4.9% | -30.5% | -27.6% |
| 1Y | -33.8% | +20.4% | -54.3% | -38.4% |
| 3Y | +34.6% | +243.2% | -208.6% | -10.3% |
| 5Y | -27.7% | +275.3% | -302.9% | -54.1% |
| 10Y | +17.7% | +254.0% | -236.3% | -26.2% |
| All | +22.3% | +91.0% | -68.7% | -18.9% |
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 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