+42.1%
EAT vs SAN
+55.7%
-13.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -4.9% | +3.3% | -8.2% | -5.9% |
| 30D | -1.2% | +1.1% | -2.3% | -1.5% |
| 3M | +52.2% | +22.2% | +30.0% | +42.7% |
| 6M | +65.0% | +36.0% | +29.0% | +50.7% |
| YTD | +55.0% | +28.2% | +26.8% | +42.6% |
| 1Y | +42.1% | +54.1% | -12.1% | +31.5% |
| All | +42.1% | +55.7% | -13.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling