+134.3%
ED vs SAN
+267.2%
-133.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | -0.6% |
| 7D | -0.1% | +8.7% | -8.8% | -0.8% |
| 30D | +11.6% | -6.5% | +18.1% | +12.1% |
| 3M | +10.5% | -14.2% | +24.7% | +11.8% |
| 6M | +13.2% | +2.7% | +10.5% | +12.6% |
| YTD | +22.1% | +8.9% | +13.3% | +20.4% |
| 1Y | +24.2% | +23.4% | +0.8% | +20.8% |
| 3Y | +46.9% | +257.9% | -211.0% | +26.3% |
| 5Y | +80.8% | +297.8% | -216.9% | +51.0% |
| 10Y | +134.3% | +259.6% | -125.3% | +79.5% |
| All | +134.3% | +267.2% | -133.0% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling