-33.3%
BAX vs SAN
+267.7%
-301.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | +0.4% | +1.0% | -0.6% | +0.1% |
| 30D | +3.4% | -9.4% | +12.8% | +5.6% |
| 3M | -4.5% | -17.1% | +12.7% | -0.5% |
| 6M | +44.0% | +2.2% | +41.8% | +42.7% |
| YTD | +34.9% | +6.0% | +28.9% | +32.2% |
| 1Y | +37.9% | +12.7% | +25.2% | +33.4% |
| 3Y | -17.1% | +242.1% | -259.2% | -36.6% |
| 5Y | -64.3% | +293.6% | -357.9% | -74.0% |
| All | -33.3% | +267.7% | -301.0% | -49.1% |
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