-35.6%
BAX vs SAN
+255.1%
-290.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +3.6% | +10.8% | -7.1% | +1.2% |
| 30D | +8.5% | -5.7% | +14.2% | +9.8% |
| 3M | -4.9% | -13.4% | +8.6% | -1.9% |
| 6M | +47.0% | +3.5% | +43.4% | +45.2% |
| YTD | +38.4% | +9.7% | +28.7% | +34.6% |
| 1Y | +49.1% | +20.9% | +28.3% | +42.0% |
| 3Y | -14.9% | +254.3% | -269.2% | -35.5% |
| 5Y | -63.1% | +304.2% | -367.3% | -73.4% |
| 10Y | -35.6% | +260.2% | -295.8% | -52.7% |
| All | -35.6% | +255.1% | -290.7% | -52.7% |
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 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