+1,309.2%
ET vs SAN
+186.6%
+1,122.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -1.1% |
| 7D | -4.4% | +8.7% | -13.2% | -7.2% |
| 30D | -4.8% | -6.5% | +1.7% | -3.1% |
| 3M | -3.4% | -14.2% | +10.7% | +0.7% |
| 6M | +2.2% | +2.7% | -0.5% | -0.2% |
| YTD | +24.2% | +8.9% | +15.3% | +17.1% |
| 1Y | +24.5% | +23.4% | +1.1% | +12.3% |
| 3Y | +83.6% | +257.9% | -174.3% | +12.1% |
| 5Y | +203.4% | +297.8% | -94.4% | +71.9% |
| 10Y | +166.5% | +259.6% | -93.1% | +48.5% |
| All | +1,309.2% | +186.6% | +1,122.5% | +633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling