+1,376.8%
BAC vs SAN
+2,116.5%
-739.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +1.1% | +1.8% | -0.7% | +0.1% |
| 30D | -0.4% | +2.0% | -2.4% | -1.5% |
| 3M | +16.9% | +19.7% | -2.8% | +5.7% |
| 6M | +26.6% | +30.6% | -4.0% | +8.5% |
| YTD | +15.8% | +28.8% | -13.1% | -0.9% |
| 1Y | +27.2% | +57.8% | -30.6% | -2.8% |
| 3Y | +132.4% | +338.1% | -205.7% | -1.1% |
| 5Y | +72.6% | +384.2% | -311.6% | -33.1% |
| 10Y | +389.7% | +353.1% | +36.6% | +86.0% |
| All | +1,376.8% | +2,116.5% | -739.6% | +255.7% |
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