+10,358.7%
EAT vs SAN
+1,664.5%
+8,694.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.1% |
| 7D | -2.6% | +4.9% | -7.6% | -4.2% |
| 30D | +11.5% | -13.0% | +24.5% | +16.6% |
| 3M | -9.1% | -18.9% | +9.8% | -2.8% |
| 6M | +40.4% | -4.1% | +44.6% | +40.9% |
| YTD | +43.9% | +2.6% | +41.4% | +40.1% |
| 1Y | +101.9% | +16.9% | +85.0% | +87.6% |
| 3Y | +489.9% | +239.1% | +250.8% | +266.9% |
| 5Y | +362.6% | +266.8% | +95.8% | +174.8% |
| 10Y | +385.7% | +246.0% | +139.7% | +191.6% |
| All | +10,358.7% | +1,664.5% | +8,694.2% | +3,920.0% |
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