+15.0%
EEM vs SAN
+23.5%
-8.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | -1.8% |
| 7D | -3.0% | +4.5% | -7.5% | -4.8% |
| 30D | -10.3% | -12.1% | +1.7% | -5.4% |
| 3M | -6.6% | -15.6% | +8.9% | +0.1% |
| 6M | -3.4% | +5.8% | -9.2% | -6.4% |
| YTD | +13.2% | +5.5% | +7.8% | +7.4% |
| 1Y | +15.0% | +23.6% | -8.6% | +4.2% |
| All | +15.0% | +23.5% | -8.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling