+4,499.6%
ETR vs SAN
+1,787.7%
+2,711.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.6% | +10.8% | -8.2% | +0.9% |
| 30D | +8.7% | -5.7% | +14.4% | +9.5% |
| 3M | +6.4% | -13.4% | +19.8% | +8.5% |
| 6M | +0.7% | +3.5% | -2.8% | -0.3% |
| YTD | +23.0% | +9.7% | +13.3% | +20.1% |
| 1Y | +17.9% | +20.9% | -3.0% | +13.3% |
| 3Y | +154.9% | +254.3% | -99.4% | +104.6% |
| 5Y | +157.3% | +304.2% | -147.0% | +98.3% |
| 10Y | +373.4% | +260.2% | +113.1% | +254.6% |
| All | +4,499.6% | +1,787.7% | +2,711.8% | +2,601.3% |
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