+25.0%
ET vs SAN
+19.5%
+5.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | 0.0% |
| 7D | +1.8% | +3.4% | -1.6% | +2.2% |
| 30D | -3.0% | -6.3% | +3.3% | -3.4% |
| 3M | -4.7% | -14.1% | +9.4% | -6.0% |
| 6M | +2.7% | +4.2% | -1.5% | +3.8% |
| YTD | +26.5% | +9.0% | +17.5% | +28.2% |
| 1Y | +25.0% | +18.8% | +6.2% | +28.3% |
| All | +25.0% | +19.5% | +5.4% | +28.3% |
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