+417.5%
EME vs SAN
+294.7%
+122.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | +11.3% | +1.0% | +10.3% | +11.0% |
| 30D | -14.6% | -9.4% | -5.2% | -11.9% |
| 3M | -20.4% | -17.1% | -3.3% | -15.5% |
| 6M | -28.3% | +2.2% | -30.4% | -29.1% |
| YTD | +8.6% | +6.0% | +2.6% | +5.1% |
| 1Y | +3.2% | +12.7% | -9.5% | -2.1% |
| 3Y | +216.8% | +242.1% | -25.4% | +107.5% |
| 5Y | +417.5% | +293.6% | +123.9% | +231.4% |
| All | +417.5% | +294.7% | +122.8% | +231.4% |
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