+97.6%
ET vs SAN
+358.9%
-261.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | +7.5% | +2.0% | +5.5% | +7.2% |
| 3M | +11.4% | +19.7% | -8.3% | +9.0% |
| 6M | +18.5% | +30.6% | -12.1% | +14.2% |
| YTD | +37.4% | +28.8% | +8.5% | +31.8% |
| 1Y | +30.9% | +57.8% | -26.8% | +20.0% |
| All | +97.6% | +358.9% | -261.4% | +49.4% |
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