+10,204.8%
EAT vs SAN
+1,772.7%
+8,432.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -3.6% |
| 7D | -3.9% | +8.7% | -12.6% | -6.8% |
| 30D | +5.0% | -6.5% | +11.5% | +7.0% |
| 3M | -9.6% | -14.2% | +4.6% | -5.3% |
| 6M | +46.8% | +2.7% | +44.0% | +43.6% |
| YTD | +41.8% | +8.9% | +32.9% | +35.0% |
| 1Y | +98.3% | +23.4% | +74.9% | +80.6% |
| 3Y | +503.1% | +257.9% | +245.1% | +267.6% |
| 5Y | +356.7% | +297.8% | +58.9% | +163.4% |
| 10Y | +349.8% | +259.6% | +90.2% | +165.8% |
| All | +10,204.8% | +1,772.7% | +8,432.1% | +3,774.4% |
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 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