+203.4%
ET vs SAN
+294.6%
-91.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -0.2% |
| 7D | -4.4% | +8.7% | -13.2% | -5.9% |
| 30D | -4.8% | -6.5% | +1.7% | -3.7% |
| 3M | -3.4% | -14.2% | +10.7% | -0.9% |
| 6M | +2.2% | +2.7% | -0.5% | +0.7% |
| YTD | +24.2% | +8.9% | +15.3% | +19.6% |
| 1Y | +24.5% | +23.4% | +1.1% | +16.0% |
| 3Y | +83.6% | +257.9% | -174.3% | +27.6% |
| 5Y | +203.4% | +297.8% | -94.4% | +93.9% |
| All | +203.4% | +294.6% | -91.2% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling