+141.8%
ED vs SAN
+275.0%
-133.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -0.9% | +3.4% | -4.3% | -1.2% |
| 30D | +11.2% | -6.3% | +17.5% | +11.7% |
| 3M | +11.8% | -14.1% | +25.9% | +13.0% |
| 6M | +14.1% | +4.2% | +9.9% | +13.3% |
| YTD | +23.0% | +9.0% | +13.9% | +21.2% |
| 1Y | +23.7% | +18.8% | +4.9% | +20.8% |
| 3Y | +47.7% | +252.0% | -204.3% | +27.3% |
| 5Y | +82.6% | +299.5% | -216.9% | +52.4% |
| 10Y | +141.8% | +276.7% | -134.9% | +87.3% |
| All | +141.8% | +275.0% | -133.3% | +87.3% |
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