+746.2%
EEM vs SAN
+509.3%
+236.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.7% |
| 7D | +2.7% | +4.0% | -1.3% | +0.7% |
| 30D | -5.4% | -7.8% | +2.4% | -2.1% |
| 3M | -8.6% | -16.4% | +7.7% | -1.2% |
| 6M | -8.9% | +3.5% | -12.4% | -11.3% |
| YTD | +11.9% | +6.7% | +5.2% | +6.5% |
| 1Y | +13.1% | +14.5% | -1.4% | +3.9% |
| 3Y | +70.7% | +243.5% | -172.9% | -11.0% |
| 5Y | +31.8% | +296.2% | -264.4% | -39.5% |
| 10Y | +119.5% | +268.5% | -149.0% | -9.0% |
| All | +746.2% | +509.3% | +236.8% | +129.8% |
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