+155.6%
EWJ vs SAN
+1,690.4%
-1,534.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.5% | +1.8% | +0.7% | +2.0% |
| 30D | +3.3% | +2.0% | +1.3% | +2.7% |
| 3M | +5.0% | +19.7% | -14.8% | -0.6% |
| 6M | +11.5% | +30.6% | -19.1% | +2.7% |
| YTD | +22.4% | +28.8% | -6.5% | +12.7% |
| 1Y | +30.2% | +57.8% | -27.6% | +12.7% |
| 3Y | +72.8% | +338.1% | -265.3% | +8.6% |
| 5Y | +54.1% | +384.2% | -330.1% | -9.0% |
| 10Y | +140.6% | +353.1% | -212.5% | +34.3% |
| All | +155.6% | +1,690.4% | -1,534.8% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling