+140.4%
EFA vs SAN
+347.0%
-206.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.4% | -2.8% | +0.4% | -1.4% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | +5.7% | +22.7% | -17.1% | -1.9% |
| 6M | +8.2% | +28.8% | -20.6% | -1.5% |
| YTD | +11.8% | +26.3% | -14.5% | +1.9% |
| 1Y | +18.3% | +48.8% | -30.6% | +1.6% |
| 3Y | +64.9% | +347.2% | -282.3% | -5.6% |
| 5Y | +52.4% | +383.8% | -331.4% | -18.1% |
| All | +140.4% | +347.0% | -206.6% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling