+28.8%
BAC vs SAN
+55.7%
-26.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +1.2% | +3.3% | -2.2% | +0.2% |
| 30D | -0.7% | +1.1% | -1.8% | -1.1% |
| 3M | +16.9% | +22.2% | -5.3% | +10.4% |
| 6M | +29.6% | +36.0% | -6.4% | +18.5% |
| YTD | +15.3% | +28.2% | -13.0% | +7.3% |
| 1Y | +28.8% | +54.1% | -25.3% | +18.3% |
| All | +28.8% | +55.7% | -26.9% | +18.3% |
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 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