+83.6%
ET vs SAN
+258.9%
-175.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | +0.4% |
| 7D | -4.4% | +8.7% | -13.2% | -5.1% |
| 30D | -4.8% | -6.5% | +1.7% | -4.1% |
| 3M | -3.4% | -14.2% | +10.7% | -2.1% |
| 6M | +2.2% | +2.7% | -0.5% | +1.4% |
| YTD | +24.2% | +8.9% | +15.3% | +21.2% |
| 1Y | +24.5% | +23.4% | +1.1% | +18.1% |
| 3Y | +83.6% | +257.9% | -174.3% | +46.3% |
| All | +83.6% | +258.9% | -175.3% | +46.3% |
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 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