+236.1%
EW vs SAN
+255.1%
-19.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +9.3% | +10.8% | -1.5% | +6.5% |
| 30D | +22.1% | -5.7% | +27.8% | +23.6% |
| 3M | +13.0% | -13.4% | +26.5% | +16.7% |
| 6M | +30.1% | +3.5% | +26.5% | +27.9% |
| YTD | +22.0% | +9.7% | +12.3% | +17.4% |
| 1Y | +23.7% | +20.9% | +2.8% | +16.0% |
| 3Y | +62.0% | +254.3% | -192.3% | +13.0% |
| 5Y | -12.4% | +304.2% | -316.7% | -42.6% |
| 10Y | +236.1% | +260.2% | -24.2% | +106.1% |
| All | +236.1% | +255.1% | -19.0% | +106.1% |
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