+2,207.4%
ED vs SAN
+2,116.5%
+90.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.2% | +1.8% | -2.0% | -0.4% |
| 30D | -0.1% | +2.0% | -2.1% | -0.4% |
| 3M | +3.9% | +19.7% | -15.8% | +1.7% |
| 6M | -3.0% | +30.6% | -33.7% | -6.3% |
| YTD | +10.7% | +28.8% | -18.2% | +6.9% |
| 1Y | +13.3% | +57.8% | -44.4% | +6.8% |
| 3Y | +34.5% | +338.1% | -303.6% | +11.3% |
| 5Y | +67.1% | +384.2% | -317.1% | +34.5% |
| 10Y | +103.0% | +353.1% | -250.1% | +58.0% |
| All | +2,207.4% | +2,116.5% | +90.9% | +1,201.8% |
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