+35.7%
ET vs SAN
+53.7%
-18.0%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +5.3% | -0.1% | +5.4% | +5.3% |
| 3M | +15.6% | +19.6% | -4.0% | +17.2% |
| 6M | +20.6% | +32.7% | -12.1% | +22.9% |
| YTD | +38.5% | +26.7% | +11.8% | +39.3% |
| 1Y | +35.7% | +51.6% | -15.9% | +30.3% |
| All | +35.7% | +53.7% | -18.0% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling