+304.9%
ESI vs SAN
+255.1%
+49.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -6.6% | +10.8% | -17.4% | -11.2% |
| 30D | -9.8% | -5.7% | -4.1% | -7.7% |
| 3M | -11.9% | -13.4% | +1.5% | -6.4% |
| 6M | -25.1% | +3.5% | -28.6% | -26.9% |
| YTD | +31.9% | +9.7% | +22.2% | +24.5% |
| 1Y | +19.2% | +20.9% | -1.7% | +7.6% |
| 3Y | +76.2% | +254.3% | -178.1% | -6.8% |
| 5Y | +39.4% | +304.2% | -264.8% | -33.5% |
| 10Y | +304.9% | +260.2% | +44.7% | +93.2% |
| All | +304.9% | +255.1% | +49.8% | +93.2% |
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 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