+230.2%
EWY vs SAN
+356.8%
-126.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +8.0% | +3.3% | +4.7% | +6.2% |
| 30D | +14.3% | +1.1% | +13.3% | +13.7% |
| 3M | +2.3% | +22.2% | -19.9% | -7.4% |
| 6M | +49.9% | +36.0% | +13.8% | +30.2% |
| YTD | +95.3% | +28.2% | +67.1% | +72.4% |
| 1Y | +161.7% | +54.1% | +107.6% | +114.6% |
| 3Y | +230.2% | +354.2% | -124.1% | +79.6% |
| All | +230.2% | +356.8% | -126.6% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling