+82.9%
ED vs SAN
+267.8%
-184.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -2.3% |
| 7D | +1.6% | +4.9% | -3.3% | +1.5% |
| 30D | +13.3% | -13.0% | +26.3% | +13.8% |
| 3M | +9.7% | -18.9% | +28.6% | +10.4% |
| 6M | +12.8% | -4.1% | +16.9% | +12.8% |
| YTD | +22.3% | +2.6% | +19.7% | +21.6% |
| 1Y | +26.3% | +16.9% | +9.4% | +24.5% |
| 3Y | +45.0% | +239.1% | -194.0% | +30.1% |
| All | +82.9% | +267.8% | -184.9% | +61.9% |
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