+102.5%
EWY vs SAN
+294.7%
-192.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.5% |
| 7D | +10.4% | +1.0% | +9.4% | +9.8% |
| 30D | -12.7% | -9.4% | -3.3% | -9.3% |
| 3M | -17.3% | -17.1% | -0.2% | -10.8% |
| 6M | -18.6% | +2.2% | -20.7% | -19.3% |
| YTD | +49.5% | +6.0% | +43.6% | +45.7% |
| 1Y | +55.0% | +12.7% | +42.3% | +47.6% |
| 3Y | +159.0% | +242.1% | -83.2% | +63.7% |
| 5Y | +102.5% | +293.6% | -191.1% | +21.5% |
| All | +102.5% | +294.7% | -192.2% | +21.5% |
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