+290.8%
EWY vs SAN
+347.0%
-56.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +1.2% | -2.8% | +4.0% | +2.4% |
| 30D | +9.3% | -0.5% | +9.8% | +9.5% |
| 3M | +2.4% | +22.7% | -20.3% | -5.6% |
| 6M | +40.3% | +28.8% | +11.5% | +27.6% |
| YTD | +88.0% | +26.3% | +61.7% | +71.6% |
| 1Y | +143.8% | +48.8% | +95.0% | +108.7% |
| 3Y | +217.8% | +347.2% | -129.4% | +76.1% |
| 5Y | +142.7% | +383.8% | -241.0% | +25.4% |
| All | +290.8% | +347.0% | -56.2% | +92.3% |
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