+30.7%
EMB vs SAN
+329.5%
-298.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -0.3% | +19.6% | -19.9% | -2.4% |
| 6M | +0.7% | +32.7% | -31.9% | -2.7% |
| YTD | +1.3% | +26.7% | -25.4% | -1.9% |
| 1Y | +4.7% | +51.6% | -47.0% | -0.8% |
| 3Y | +30.1% | +348.7% | -318.7% | +7.3% |
| 5Y | +6.9% | +378.7% | -371.9% | -14.2% |
| 10Y | +30.7% | +336.9% | -306.2% | 0.0% |
| All | +30.7% | +329.5% | -298.8% | 0.0% |
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