+635.5%
EAT vs SAN
+358.9%
+276.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | 0.0% | +1.8% | -1.8% | -0.6% |
| 30D | +1.9% | +2.0% | -0.1% | +1.2% |
| 3M | +68.7% | +19.7% | +48.9% | +58.4% |
| 6M | +66.9% | +30.6% | +36.3% | +52.2% |
| YTD | +60.4% | +28.8% | +31.6% | +46.1% |
| 1Y | +44.0% | +57.8% | -13.8% | +22.3% |
| All | +635.5% | +358.9% | +276.6% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling