+62.1%
EMR vs SAN
+358.9%
-296.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.5% | +1.8% | -3.3% | -2.2% |
| 30D | -5.6% | +2.0% | -7.6% | -6.3% |
| 3M | +7.9% | +19.7% | -11.8% | +1.1% |
| 6M | +6.0% | +30.6% | -24.6% | -3.6% |
| YTD | +16.4% | +28.8% | -12.4% | +5.7% |
| 1Y | +16.6% | +57.8% | -41.1% | -0.6% |
| All | +62.1% | +358.9% | -296.9% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling