+143.8%
EWY vs SAN
+49.3%
+94.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.9% |
| 7D | +1.2% | -2.8% | +4.0% | +3.3% |
| 30D | +9.3% | -0.5% | +9.8% | +9.7% |
| 3M | +2.4% | +22.7% | -20.3% | -11.6% |
| 6M | +40.3% | +28.8% | +11.5% | +17.7% |
| YTD | +88.0% | +26.3% | +61.7% | +55.9% |
| 1Y | +143.8% | +48.8% | +95.0% | +89.2% |
| All | +143.8% | +49.3% | +94.5% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling