+135.2%
SAN vs BAH
+1,056.2%
-921.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.1% |
| 7D | +4.9% | -3.5% | +8.5% | +5.9% |
| 30D | -13.0% | +24.3% | -37.2% | -17.9% |
| 3M | -18.9% | +16.3% | -35.2% | -22.4% |
| 6M | -4.1% | +13.6% | -17.7% | -8.4% |
| YTD | +2.6% | +3.5% | -0.9% | -0.9% |
| 1Y | +16.9% | +2.7% | +14.2% | +13.0% |
| 3Y | +239.1% | -26.6% | +265.6% | +244.3% |
| 5Y | +266.8% | +8.5% | +258.3% | +219.0% |
| 10Y | +246.0% | +225.1% | +20.9% | +93.1% |
| All | +135.2% | +1,056.2% | -921.0% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling