+875.9%
BAX vs SAN
+2,116.5%
-1,240.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.5% |
| 30D | -5.5% | +2.0% | -7.4% | -5.8% |
| 3M | +33.5% | +19.7% | +13.8% | +28.8% |
| 6M | +35.9% | +30.6% | +5.2% | +28.7% |
| YTD | +35.4% | +28.8% | +6.5% | +28.4% |
| 1Y | +9.8% | +57.8% | -48.0% | +0.1% |
| 3Y | -32.7% | +338.1% | -370.9% | -49.9% |
| 5Y | -65.6% | +384.2% | -449.8% | -75.4% |
| 10Y | -34.9% | +353.1% | -388.1% | -55.2% |
| All | +875.9% | +2,116.5% | -1,240.5% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling