+125.6%
EW vs SAN
+329.5%
-203.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -6.4% | -0.1% | -6.3% | -6.4% |
| 3M | -1.6% | +19.6% | -21.2% | -6.2% |
| 6M | +2.3% | +32.7% | -30.4% | -5.4% |
| YTD | +1.1% | +26.7% | -25.6% | -5.8% |
| 1Y | +8.0% | +51.6% | -43.6% | -4.1% |
| 3Y | +16.3% | +348.7% | -332.4% | -23.3% |
| 5Y | -29.4% | +378.7% | -408.1% | -55.6% |
| 10Y | +125.6% | +336.9% | -211.3% | +33.3% |
| All | +125.6% | +329.5% | -203.9% | +33.3% |
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 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