-20.9%
BAX vs SAN
+235.5%
-256.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.3% |
| 7D | +12.1% | +4.9% | +7.2% | +10.3% |
| 30D | +7.6% | -13.0% | +20.6% | +12.6% |
| 3M | -4.5% | -18.9% | +14.4% | +2.2% |
| 6M | +52.0% | -4.1% | +56.2% | +52.9% |
| YTD | +35.1% | +2.6% | +32.6% | +31.8% |
| 1Y | +43.7% | +16.9% | +26.8% | +34.4% |
| 3Y | -20.9% | +239.1% | -260.0% | -39.6% |
| All | -20.9% | +235.5% | -256.4% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling