+151.1%
ETR vs SAN
+356.8%
-205.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.2% |
| 7D | +1.4% | +3.3% | -1.9% | +1.0% |
| 30D | +1.9% | +1.1% | +0.8% | +1.7% |
| 3M | +1.0% | +22.2% | -21.2% | -1.8% |
| 6M | +4.8% | +36.0% | -31.2% | +0.2% |
| YTD | +19.5% | +28.2% | -8.7% | +14.7% |
| 1Y | +28.1% | +54.1% | -26.0% | +18.9% |
| 3Y | +151.1% | +354.2% | -203.1% | +85.4% |
| All | +151.1% | +356.8% | -205.6% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling