+277.4%
EMR vs SAN
+329.5%
-52.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -5.0% | -0.1% | -4.9% | -4.9% |
| 3M | +5.9% | +19.6% | -13.7% | -2.0% |
| 6M | +7.3% | +32.7% | -25.4% | -5.0% |
| YTD | +14.6% | +26.7% | -12.1% | +2.7% |
| 1Y | +15.6% | +51.6% | -36.0% | -4.1% |
| 3Y | +60.2% | +348.7% | -288.6% | -19.0% |
| 5Y | +65.8% | +378.7% | -312.9% | -22.6% |
| 10Y | +277.4% | +336.9% | -59.6% | +71.8% |
| All | +277.4% | +329.5% | -52.2% | +71.8% |
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