+4,162.2%
EMR vs SAN
+1,664.5%
+2,497.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 6M | +10.5% | -4.1% | +14.7% | +11.6% |
| YTD | +23.7% | +2.6% | +21.1% | +21.4% |
| 1Y | +25.4% | +16.9% | +8.5% | +17.5% |
| 3Y | +86.6% | +239.1% | -152.5% | +17.8% |
| 5Y | +83.0% | +266.8% | -183.8% | +8.7% |
| 10Y | +319.5% | +246.0% | +73.5% | +141.8% |
| All | +4,162.2% | +1,664.5% | +2,497.7% | +1,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling