+280.0%
EMR vs SAN
+255.1%
+24.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +0.7% | +10.8% | -10.1% | -3.6% |
| 30D | +3.5% | -5.7% | +9.3% | +5.9% |
| 3M | +5.9% | -13.4% | +19.4% | +12.1% |
| 6M | +19.4% | +3.5% | +15.9% | +16.8% |
| YTD | +27.7% | +9.7% | +17.9% | +21.0% |
| 1Y | +30.9% | +20.9% | +10.0% | +19.1% |
| 3Y | +104.2% | +254.3% | -150.1% | +13.7% |
| 5Y | +89.6% | +304.2% | -214.6% | -5.0% |
| 10Y | +280.0% | +260.2% | +19.8% | +88.7% |
| All | +280.0% | +255.1% | +24.9% | +88.7% |
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