+60,787.5%
EME vs SAN
+2,277.6%
+58,509.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.9% | +1.8% | +0.1% | +1.2% |
| 30D | -8.3% | +2.0% | -10.3% | -9.0% |
| 3M | -10.7% | +19.7% | -30.5% | -16.7% |
| 6M | +1.9% | +30.6% | -28.7% | -8.3% |
| YTD | +23.5% | +28.8% | -5.4% | +10.9% |
| 1Y | +18.0% | +57.8% | -39.8% | -2.2% |
| 3Y | +236.1% | +338.1% | -102.0% | +83.3% |
| 5Y | +527.9% | +384.2% | +143.7% | +216.1% |
| 10Y | +1,252.8% | +353.1% | +899.6% | +558.4% |
| All | +60,787.5% | +2,277.6% | +58,509.9% | +17,736.6% |
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