+28.3%
EL vs SAN
+329.5%
-301.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +13.7% | -0.1% | +13.7% | +13.7% |
| 3M | +14.5% | +19.6% | -5.1% | +7.5% |
| 6M | +7.4% | +32.7% | -25.3% | -3.0% |
| YTD | -4.7% | +26.7% | -31.4% | -12.8% |
| 1Y | +12.9% | +51.6% | -38.7% | -3.0% |
| 3Y | -32.2% | +348.7% | -381.0% | -60.6% |
| 5Y | -68.4% | +378.7% | -447.1% | -82.6% |
| 10Y | +28.3% | +336.9% | -308.7% | -34.2% |
| All | +28.3% | +329.5% | -301.3% | -34.2% |
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