+318.5%
ESI vs SAN
+270.1%
+48.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +5.5% | +4.0% | +1.5% | +3.6% |
| 30D | -7.8% | -7.8% | +0.1% | -4.6% |
| 3M | -15.0% | -16.4% | +1.4% | -8.2% |
| 6M | -24.9% | +3.5% | -28.4% | -26.7% |
| YTD | +33.2% | +6.7% | +26.5% | +27.4% |
| 1Y | +24.9% | +14.5% | +10.4% | +15.7% |
| 3Y | +77.8% | +243.5% | -165.8% | -4.5% |
| 5Y | +37.1% | +296.2% | -259.1% | -33.9% |
| All | +318.5% | +270.1% | +48.4% | +100.3% |
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