+182.6%
ESI vs SAN
+115.0%
+67.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +3.0% |
| 7D | -8.5% | +4.9% | -13.4% | -11.0% |
| 30D | -15.7% | -13.0% | -2.7% | -10.0% |
| 3M | -18.2% | -18.9% | +0.6% | -9.8% |
| 6M | -28.8% | -4.1% | -24.7% | -28.0% |
| YTD | +26.3% | +2.6% | +23.7% | +22.6% |
| 1Y | +18.2% | +16.9% | +1.3% | +7.5% |
| 3Y | +68.1% | +239.1% | -170.9% | -14.4% |
| 5Y | +28.8% | +266.8% | -238.1% | -39.8% |
| 10Y | +329.8% | +246.0% | +83.8% | +87.5% |
| All | +182.6% | +115.0% | +67.6% | +40.2% |
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 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