+62.9%
EMR vs SAN
+381.9%
-319.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | +3.1% | +3.3% | -0.3% | +1.9% |
| 30D | -3.5% | +1.1% | -4.6% | -3.9% |
| 3M | +9.8% | +22.2% | -12.4% | +2.4% |
| 6M | +10.8% | +36.0% | -25.2% | -0.1% |
| YTD | +15.9% | +28.2% | -12.3% | +5.9% |
| 1Y | +16.4% | +54.1% | -37.7% | +0.2% |
| 3Y | +62.1% | +354.2% | -292.1% | -1.8% |
| 5Y | +62.9% | +387.3% | -324.4% | -9.6% |
| All | +62.9% | +381.9% | -319.0% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling