-66.8%
EL vs SAN
+381.6%
-448.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +0.8% | +1.8% | -1.0% | +0.1% |
| 30D | +19.8% | +2.0% | +17.9% | +19.0% |
| 3M | +25.7% | +19.7% | +6.0% | +17.5% |
| 6M | +5.4% | +30.6% | -25.2% | -4.9% |
| YTD | +0.2% | +28.8% | -28.6% | -9.4% |
| 1Y | +20.4% | +57.8% | -37.3% | +1.0% |
| 3Y | -32.1% | +338.1% | -370.3% | -61.7% |
| All | -66.8% | +381.6% | -448.3% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling