+248.8%
EW vs SAN
+275.0%
-26.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.9% |
| 7D | +6.5% | +3.4% | +3.1% | +5.6% |
| 30D | +22.5% | -6.3% | +28.7% | +24.2% |
| 3M | +13.0% | -14.1% | +27.1% | +16.9% |
| 6M | +37.1% | +4.2% | +33.0% | +34.6% |
| YTD | +24.1% | +9.0% | +15.1% | +19.6% |
| 1Y | +24.2% | +18.8% | +5.5% | +17.1% |
| 3Y | +64.8% | +252.0% | -187.2% | +15.2% |
| 5Y | -7.4% | +299.5% | -306.9% | -39.1% |
| 10Y | +248.8% | +276.7% | -27.9% | +113.1% |
| All | +248.8% | +275.0% | -26.2% | +113.1% |
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