+224.6%
ESI vs SAN
+170.0%
+54.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +3.3% | +1.8% | +1.6% | +2.4% |
| 30D | -5.9% | +2.0% | -7.8% | -6.9% |
| 3M | -14.1% | +19.7% | -33.8% | -21.7% |
| 6M | +6.6% | +30.6% | -24.1% | -7.1% |
| YTD | +45.0% | +28.8% | +16.2% | +26.4% |
| 1Y | +41.5% | +57.8% | -16.3% | +11.1% |
| 3Y | +78.8% | +338.1% | -259.4% | -19.8% |
| 5Y | +70.9% | +384.2% | -313.3% | -30.6% |
| 10Y | +317.1% | +353.1% | -36.1% | +58.3% |
| All | +224.6% | +170.0% | +54.6% | +44.5% |
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