+280.4%
EMR vs SAN
+270.1%
+10.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | +2.8% | +4.0% | -1.2% | +1.1% |
| 30D | +3.7% | -7.8% | +11.5% | +7.0% |
| 3M | +2.0% | -16.4% | +18.4% | +9.5% |
| 6M | +22.1% | +3.5% | +18.6% | +19.4% |
| YTD | +27.2% | +6.7% | +20.6% | +22.0% |
| 1Y | +32.0% | +14.5% | +17.5% | +22.8% |
| 3Y | +103.3% | +243.5% | -140.3% | +14.6% |
| 5Y | +88.2% | +296.2% | -208.0% | -5.1% |
| All | +280.4% | +270.1% | +10.3% | +89.1% |
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