+138.6%
EWJ vs SAN
+1,382.4%
-1,243.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | +4.0% | +4.0% | 0.0% | +2.7% |
| 30D | -4.3% | -7.8% | +3.6% | -2.1% |
| 3M | -6.8% | -16.4% | +9.5% | -2.0% |
| 6M | -0.9% | +3.5% | -4.4% | -2.4% |
| YTD | +14.3% | +6.7% | +7.6% | +11.0% |
| 1Y | +15.3% | +14.5% | +0.8% | +9.6% |
| 3Y | +65.6% | +243.5% | -177.9% | +11.8% |
| 5Y | +47.5% | +296.2% | -248.7% | -7.6% |
| 10Y | +126.2% | +268.5% | -142.3% | +34.2% |
| All | +138.6% | +1,382.4% | -1,243.8% | -19.2% |
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 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