+46.6%
EEM vs SAN
+384.1%
-337.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +5.1% | -0.1% | +5.1% | +5.1% |
| 3M | +4.6% | +19.6% | -15.1% | -1.4% |
| 6M | +17.8% | +32.7% | -14.9% | +7.4% |
| YTD | +25.8% | +26.7% | -0.9% | +15.9% |
| 1Y | +36.4% | +51.6% | -15.2% | +18.9% |
| 3Y | +90.0% | +348.7% | -258.7% | +18.0% |
| 5Y | +46.6% | +378.7% | -332.2% | -14.3% |
| All | +46.6% | +384.1% | -337.5% | -14.3% |
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 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