+237.7%
BAC vs SAN
+255.1%
-17.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +2.1% | +10.8% | -8.7% | -3.5% |
| 30D | -6.7% | -5.7% | -1.0% | -4.1% |
| 3M | -20.2% | -13.4% | -6.8% | -14.4% |
| 6M | -0.2% | +3.5% | -3.8% | -3.4% |
| YTD | -6.4% | +9.7% | -16.1% | -13.5% |
| 1Y | -3.1% | +20.9% | -24.0% | -15.3% |
| 3Y | +96.7% | +254.3% | -157.5% | -11.5% |
| 5Y | +21.3% | +304.2% | -282.9% | -52.0% |
| 10Y | +237.7% | +260.2% | -22.5% | +34.5% |
| All | +237.7% | +255.1% | -17.4% | +34.5% |
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 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