+1,682.6%
EL vs SAN
+1,393.5%
+289.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.9% |
| 7D | +0.8% | +4.9% | -4.2% | -0.6% |
| 30D | +16.5% | -13.0% | +29.5% | +20.9% |
| 3M | +29.2% | -18.9% | +48.0% | +36.5% |
| 6M | +27.9% | -4.1% | +32.1% | +28.7% |
| YTD | +6.2% | +2.6% | +3.6% | +4.5% |
| 1Y | +27.2% | +16.9% | +10.2% | +20.5% |
| 3Y | +3.2% | +239.1% | -235.8% | -28.4% |
| 5Y | -66.0% | +266.8% | -332.8% | -77.4% |
| 10Y | +58.3% | +246.0% | -187.7% | +0.7% |
| All | +1,682.6% | +1,393.5% | +289.2% | +633.9% |
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