+296.9%
ETR vs SAN
+348.5%
-51.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | -1.7% | +19.6% | -21.3% | -5.3% |
| 6M | +3.6% | +32.7% | -29.1% | -2.6% |
| YTD | +18.0% | +26.7% | -8.6% | +11.6% |
| 1Y | +26.2% | +51.6% | -25.4% | +14.8% |
| 3Y | +148.0% | +348.7% | -200.7% | +77.2% |
| 5Y | +126.1% | +378.7% | -252.7% | +54.5% |
| All | +296.9% | +348.5% | -51.6% | +130.5% |
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