+1,334.3%
ET vs SAN
+188.9%
+1,145.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -1.9% | +10.8% | -12.6% | -5.3% |
| 30D | -3.1% | -5.7% | +2.7% | -1.7% |
| 3M | -3.9% | -13.4% | +9.5% | -0.1% |
| 6M | +4.0% | +3.5% | +0.5% | +1.3% |
| YTD | +26.4% | +9.7% | +16.7% | +18.9% |
| 1Y | +24.9% | +20.9% | +4.0% | +13.4% |
| 3Y | +85.2% | +254.3% | -169.1% | +13.5% |
| 5Y | +218.3% | +304.2% | -85.9% | +79.4% |
| 10Y | +172.0% | +260.2% | -88.3% | +51.4% |
| All | +1,334.3% | +188.9% | +1,145.3% | +644.8% |
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