+741.3%
EEM vs SAN
+526.8%
+214.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -0.9% | +10.8% | -11.6% | -5.7% |
| 30D | -9.3% | -5.7% | -3.6% | -7.2% |
| 3M | -7.1% | -13.4% | +6.4% | -1.1% |
| 6M | -10.4% | +3.5% | -13.9% | -12.7% |
| YTD | +11.3% | +9.7% | +1.5% | +4.5% |
| 1Y | +11.3% | +20.9% | -9.6% | -0.4% |
| 3Y | +69.6% | +254.3% | -184.7% | -12.8% |
| 5Y | +33.6% | +304.2% | -270.6% | -39.2% |
| 10Y | +114.1% | +260.2% | -146.1% | -10.0% |
| All | +741.3% | +526.8% | +214.5% | +125.4% |
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