-37.1%
BAX vs SAN
+338.5%
-375.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.4% | +3.3% | -5.8% | -3.2% |
| 30D | -9.7% | +1.1% | -10.8% | -10.0% |
| 3M | +29.3% | +22.2% | +7.1% | +23.3% |
| 6M | +40.7% | +36.0% | +4.6% | +30.8% |
| YTD | +30.3% | +28.2% | +2.0% | +22.5% |
| 1Y | +3.4% | +54.1% | -50.7% | -6.6% |
| 3Y | -32.0% | +354.2% | -386.3% | -51.3% |
| 5Y | -66.9% | +387.3% | -454.2% | -77.1% |
| 10Y | -37.1% | +334.8% | -371.9% | -56.9% |
| All | -37.1% | +338.5% | -375.6% | -56.9% |
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