+119.3%
EWT vs SAN
+294.7%
-175.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.0% |
| 7D | +13.2% | +1.0% | +12.2% | +12.9% |
| 30D | -14.3% | -9.4% | -4.9% | -11.5% |
| 3M | -8.4% | -17.1% | +8.7% | -2.6% |
| 6M | +3.7% | +2.2% | +1.5% | +2.7% |
| YTD | +53.1% | +6.0% | +47.1% | +49.0% |
| 1Y | +55.5% | +12.7% | +42.8% | +48.4% |
| 3Y | +155.6% | +242.1% | -86.5% | +71.8% |
| 5Y | +119.3% | +293.6% | -174.3% | +39.7% |
| All | +119.3% | +294.7% | -175.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling