+373.4%
ETR vs SAN
+278.3%
+95.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.1% | +3.4% | -3.3% | -0.6% |
| 30D | +7.7% | -6.3% | +14.0% | +8.9% |
| 3M | +5.7% | -14.1% | +19.8% | +8.5% |
| 6M | -0.3% | +4.2% | -4.4% | -1.6% |
| YTD | +23.4% | +9.0% | +14.3% | +19.7% |
| 1Y | +18.5% | +18.8% | -0.3% | +12.9% |
| 3Y | +155.6% | +252.0% | -96.5% | +91.3% |
| 5Y | +158.7% | +299.5% | -140.8% | +83.3% |
| All | +373.4% | +278.3% | +95.1% | +189.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling