+11,556.1%
EAT vs SAN
+2,116.5%
+9,439.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | 0.0% | +1.8% | -1.8% | -0.7% |
| 30D | +1.9% | +2.0% | -0.1% | +1.2% |
| 3M | +68.7% | +19.7% | +48.9% | +57.7% |
| 6M | +66.9% | +30.6% | +36.3% | +51.0% |
| YTD | +60.4% | +28.8% | +31.6% | +45.1% |
| 1Y | +44.0% | +57.8% | -13.8% | +20.7% |
| 3Y | +604.7% | +338.1% | +266.6% | +302.8% |
| 5Y | +347.0% | +384.2% | -37.2% | +141.8% |
| 10Y | +390.8% | +353.1% | +37.6% | +169.8% |
| All | +11,556.1% | +2,116.5% | +9,439.7% | +4,061.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling