+322.7%
EAT vs SAN
+381.9%
-59.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -4.9% | +3.3% | -8.2% | -6.2% |
| 30D | -1.2% | +1.1% | -2.3% | -1.6% |
| 3M | +52.2% | +22.2% | +30.0% | +39.5% |
| 6M | +65.0% | +36.0% | +29.0% | +44.3% |
| YTD | +55.0% | +28.2% | +26.8% | +37.7% |
| 1Y | +42.1% | +54.1% | -12.1% | +16.0% |
| 3Y | +614.7% | +354.2% | +260.5% | +242.0% |
| 5Y | +322.7% | +387.3% | -64.5% | +75.9% |
| All | +322.7% | +381.9% | -59.2% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling