+334.8%
SAN vs BAH
+182.5%
+152.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | +3.3% | -4.3% | +7.7% | +4.1% |
| 30D | +1.1% | -4.5% | +5.6% | +1.8% |
| 3M | +22.2% | -7.6% | +29.8% | +23.5% |
| 6M | +36.0% | -10.6% | +46.6% | +37.8% |
| YTD | +28.2% | -12.6% | +40.8% | +29.6% |
| 1Y | +54.1% | -27.0% | +81.1% | +61.2% |
| 3Y | +354.2% | -31.5% | +385.7% | +360.2% |
| 5Y | +387.3% | -3.8% | +391.1% | +341.4% |
| 10Y | +334.8% | +183.9% | +150.9% | +217.9% |
| All | +334.8% | +182.5% | +152.3% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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