+35.3%
EMB vs SAN
+255.1%
-219.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.5% | +10.8% | -10.3% | -0.7% |
| 30D | +0.9% | -5.7% | +6.6% | +1.5% |
| 3M | -2.1% | -13.4% | +11.3% | -0.6% |
| 6M | -2.2% | +3.5% | -5.8% | -2.9% |
| YTD | -0.6% | +9.7% | -10.3% | -2.3% |
| 1Y | +0.2% | +20.9% | -20.7% | -2.6% |
| 3Y | +29.5% | +254.3% | -224.8% | +9.7% |
| 5Y | +8.0% | +304.2% | -296.2% | -11.6% |
| 10Y | +35.3% | +260.2% | -224.9% | +5.8% |
| All | +35.3% | +255.1% | -219.7% | +5.8% |
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