+86.6%
EMR vs SAN
+235.5%
-148.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.6% |
| 7D | -1.6% | +4.9% | -6.5% | -3.3% |
| 30D | +2.0% | -13.0% | +15.0% | +6.9% |
| 3M | +3.8% | -18.9% | +22.7% | +11.5% |
| 6M | +10.5% | -4.1% | +14.7% | +11.6% |
| YTD | +23.7% | +2.6% | +21.1% | +21.3% |
| 1Y | +25.4% | +16.9% | +8.5% | +18.1% |
| 3Y | +86.6% | +239.1% | -152.5% | +28.1% |
| All | +86.6% | +235.5% | -148.9% | +28.1% |
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 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