+71.4%
ESI vs SAN
+238.2%
-166.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.8% |
| 7D | -8.5% | +4.9% | -13.4% | -10.6% |
| 30D | -15.7% | -13.0% | -2.7% | -10.7% |
| 3M | -18.2% | -18.9% | +0.6% | -10.9% |
| 6M | -28.8% | -4.1% | -24.7% | -28.0% |
| YTD | +26.3% | +2.6% | +23.7% | +23.3% |
| 1Y | +18.2% | +16.9% | +1.3% | +10.1% |
| All | +71.4% | +238.2% | -166.8% | +8.6% |
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 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