+2,449.8%
ED vs SAN
+1,664.5%
+785.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -2.1% |
| 7D | +1.6% | +4.9% | -3.3% | +1.1% |
| 30D | +13.3% | -13.0% | +26.3% | +15.0% |
| 3M | +9.7% | -18.9% | +28.6% | +12.1% |
| 6M | +12.8% | -4.1% | +16.9% | +12.9% |
| YTD | +22.3% | +2.6% | +19.7% | +21.0% |
| 1Y | +26.3% | +16.9% | +9.4% | +23.0% |
| 3Y | +45.0% | +239.1% | -194.0% | +23.4% |
| 5Y | +80.2% | +266.8% | -186.6% | +49.6% |
| 10Y | +129.9% | +246.0% | -116.2% | +84.3% |
| All | +2,449.8% | +1,664.5% | +785.3% | +1,373.3% |
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 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