-1.5%
BAC vs SAN
+23.5%
-25.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.5% | +1.9% |
| 7D | +1.5% | +4.5% | -3.0% | +0.1% |
| 30D | -4.4% | -12.1% | +7.7% | -0.6% |
| 3M | -17.5% | -15.6% | -1.9% | -13.1% |
| 6M | -0.1% | +5.8% | -5.9% | -2.1% |
| YTD | -4.6% | +5.5% | -10.1% | -7.3% |
| 1Y | -1.5% | +23.6% | -25.1% | -9.0% |
| All | -1.5% | +23.5% | -25.0% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling