+71.5%
EWJ vs SAN
+349.3%
-277.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +2.9% | +3.3% | -0.5% | +1.7% |
| 30D | +1.1% | +1.1% | 0.0% | +0.7% |
| 3M | +7.1% | +22.2% | -15.1% | -0.2% |
| 6M | +16.2% | +36.0% | -19.8% | +4.2% |
| YTD | +22.0% | +28.2% | -6.3% | +10.8% |
| 1Y | +26.2% | +54.1% | -27.9% | +7.8% |
| All | +71.5% | +349.3% | -277.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling