-66.9%
BAX vs SAN
+381.9%
-448.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.4% | +3.3% | -5.8% | -3.3% |
| 30D | -9.7% | +1.1% | -10.8% | -10.0% |
| 3M | +29.3% | +22.2% | +7.1% | +22.3% |
| 6M | +40.7% | +36.0% | +4.6% | +29.2% |
| YTD | +30.3% | +28.2% | +2.0% | +21.2% |
| 1Y | +3.4% | +54.1% | -50.7% | -8.0% |
| 3Y | -32.0% | +354.2% | -386.3% | -51.9% |
| 5Y | -66.9% | +387.3% | -454.2% | -77.6% |
| All | -66.9% | +381.9% | -448.8% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling