+555.7%
EME vs SAN
+381.4%
+174.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | -6.8% | -0.1% | -6.7% | -6.8% |
| 3M | -8.8% | +19.6% | -28.5% | -14.2% |
| 6M | +5.0% | +32.7% | -27.7% | -4.9% |
| YTD | +23.5% | +26.7% | -3.2% | +12.9% |
| 1Y | +21.3% | +51.6% | -30.3% | +4.3% |
| 3Y | +241.1% | +348.7% | -107.7% | +103.4% |
| All | +555.7% | +381.4% | +174.3% | +264.4% |
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