+1,458.7%
ET vs SAN
+239.2%
+1,219.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.9% | +1.8% | -0.9% | +0.3% |
| 30D | +7.5% | +2.0% | +5.5% | +6.7% |
| 3M | +11.4% | +19.7% | -8.3% | +4.4% |
| 6M | +18.5% | +30.6% | -12.1% | +6.9% |
| YTD | +37.4% | +28.8% | +8.5% | +23.4% |
| 1Y | +30.9% | +57.8% | -26.8% | +9.5% |
| 3Y | +98.7% | +338.1% | -239.4% | +14.0% |
| 5Y | +230.7% | +384.2% | -153.5% | +76.6% |
| 10Y | +175.6% | +353.1% | -177.6% | +43.4% |
| All | +1,458.7% | +239.2% | +1,219.5% | +673.5% |
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