+271.2%
EW vs SAN
+270.1%
+1.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +4.9% | +4.0% | +0.9% | +3.9% |
| 30D | +23.9% | -7.8% | +31.8% | +26.2% |
| 3M | +15.8% | -16.4% | +32.1% | +20.5% |
| 6M | +31.7% | +3.5% | +28.1% | +29.4% |
| YTD | +25.7% | +6.7% | +19.0% | +21.8% |
| 1Y | +24.4% | +14.5% | +9.9% | +18.3% |
| 3Y | +65.9% | +243.5% | -177.6% | +16.7% |
| 5Y | -7.6% | +296.2% | -303.8% | -39.1% |
| All | +271.2% | +270.1% | +1.1% | +129.2% |
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