+251.7%
BAC vs SAN
+267.2%
-15.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.1% | -3.8% | -1.0% |
| 7D | +2.0% | +8.7% | -6.7% | -2.6% |
| 30D | -6.9% | -6.5% | -0.5% | -3.9% |
| 3M | -19.6% | -14.2% | -5.4% | -13.3% |
| 6M | -0.5% | +2.7% | -3.2% | -3.2% |
| YTD | -6.6% | +8.9% | -15.5% | -13.4% |
| 1Y | -3.0% | +23.4% | -26.3% | -16.2% |
| 3Y | +97.3% | +257.9% | -160.6% | -11.9% |
| 5Y | +21.9% | +297.8% | -275.9% | -51.3% |
| 10Y | +251.7% | +259.6% | -7.9% | +40.2% |
| All | +251.7% | +267.2% | -15.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling