+929.0%
EWY vs SAN
+384.3%
+544.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.4% |
| 7D | +10.4% | +1.0% | +9.4% | +9.8% |
| 30D | -12.7% | -9.4% | -3.3% | -9.2% |
| 3M | -17.3% | -17.1% | -0.2% | -10.5% |
| 6M | -18.6% | +2.2% | -20.7% | -19.6% |
| YTD | +49.5% | +6.0% | +43.6% | +45.1% |
| 1Y | +55.0% | +12.7% | +42.3% | +46.1% |
| 3Y | +159.0% | +242.1% | -83.2% | +43.6% |
| 5Y | +102.5% | +293.6% | -191.1% | +0.3% |
| 10Y | +232.2% | +266.1% | -33.9% | +52.6% |
| All | +929.0% | +384.3% | +544.7% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling