+34.6%
EEM vs SAN
+300.6%
-266.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.6% |
| 7D | +0.7% | +3.4% | -2.7% | -0.5% |
| 30D | -6.2% | -6.3% | +0.1% | -4.4% |
| 3M | -5.2% | -14.1% | +8.9% | -0.7% |
| 6M | -8.1% | +4.2% | -12.3% | -9.8% |
| YTD | +14.0% | +9.0% | +4.9% | +9.8% |
| 1Y | +13.8% | +18.8% | -4.9% | +6.8% |
| 3Y | +73.7% | +252.0% | -178.3% | +15.7% |
| 5Y | +34.6% | +299.5% | -264.9% | -14.9% |
| All | +34.6% | +300.6% | -266.0% | -14.9% |
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