+43.6%
EWZ vs SAN
+236.7%
-193.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.8% |
| 7D | -1.5% | +4.9% | -6.4% | -3.9% |
| 30D | -24.5% | -13.0% | -11.5% | -19.2% |
| 3M | -10.7% | -18.9% | +8.2% | -1.2% |
| 6M | -19.1% | -4.1% | -14.9% | -17.8% |
| YTD | +1.6% | +2.6% | -1.0% | -1.3% |
| 1Y | +4.3% | +16.9% | -12.6% | -5.1% |
| 3Y | +19.0% | +239.1% | -220.1% | -38.7% |
| 5Y | +57.7% | +266.8% | -209.2% | -26.4% |
| All | +43.6% | +236.7% | -193.1% | -36.2% |
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 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