+239.8%
EW vs SAN
+267.2%
-27.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +1.0% |
| 7D | +12.3% | +8.7% | +3.6% | +9.9% |
| 30D | +22.9% | -6.5% | +29.4% | +24.7% |
| 3M | +16.7% | -14.2% | +30.9% | +20.8% |
| 6M | +31.0% | +2.7% | +28.2% | +29.0% |
| YTD | +22.8% | +8.9% | +14.0% | +18.4% |
| 1Y | +25.6% | +23.4% | +2.2% | +17.1% |
| 3Y | +62.0% | +257.9% | -196.0% | +12.7% |
| 5Y | -12.8% | +297.8% | -310.5% | -42.6% |
| 10Y | +239.8% | +259.6% | -19.8% | +107.9% |
| All | +239.8% | +267.2% | -27.5% | +107.9% |
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