+121.9%
EEM vs SAN
+267.7%
-145.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -0.5% |
| 7D | +5.3% | +1.0% | +4.3% | +4.9% |
| 30D | -7.0% | -9.4% | +2.4% | -4.1% |
| 3M | -8.0% | -17.1% | +9.1% | -2.4% |
| 6M | -6.6% | +2.2% | -8.8% | -7.8% |
| YTD | +12.3% | +6.0% | +6.3% | +9.0% |
| 1Y | +12.2% | +12.7% | -0.6% | +6.6% |
| 3Y | +71.2% | +242.1% | -170.9% | +10.2% |
| 5Y | +32.2% | +293.6% | -261.4% | -21.6% |
| All | +121.9% | +267.7% | -145.8% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling