+854.3%
EEM vs SAN
+636.0%
+218.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +2.3% | +1.8% | +0.6% | +1.4% |
| 30D | +4.5% | +2.0% | +2.6% | +3.5% |
| 3M | -0.1% | +19.7% | -19.8% | -8.5% |
| 6M | +16.9% | +30.6% | -13.7% | +2.5% |
| YTD | +26.2% | +28.8% | -2.6% | +10.5% |
| 1Y | +40.5% | +57.8% | -17.3% | +11.3% |
| 3Y | +86.2% | +338.1% | -251.9% | -13.3% |
| 5Y | +45.5% | +384.2% | -338.8% | -39.3% |
| 10Y | +128.6% | +353.1% | -224.5% | -14.1% |
| All | +854.3% | +636.0% | +218.3% | +138.3% |
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 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