+70.3%
ED vs SAN
+381.6%
-311.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | -0.1% | +2.0% | -2.1% | -0.2% |
| 3M | +3.9% | +19.7% | -15.8% | +3.2% |
| 6M | -3.0% | +30.6% | -33.7% | -4.1% |
| YTD | +10.7% | +28.8% | -18.2% | +9.3% |
| 1Y | +13.3% | +57.8% | -44.4% | +10.4% |
| 3Y | +34.5% | +338.1% | -303.6% | +19.5% |
| All | +70.3% | +381.6% | -311.3% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling