+81.2%
EWZ vs SAN
+347.3%
-266.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +6.5% | +1.8% | +4.7% | +5.6% |
| 30D | +4.8% | +2.0% | +2.9% | +3.8% |
| 3M | +9.9% | +19.7% | -9.8% | +0.3% |
| 6M | +1.9% | +30.6% | -28.7% | -11.2% |
| YTD | +20.3% | +28.8% | -8.5% | +4.6% |
| 1Y | +35.6% | +57.8% | -22.1% | +6.5% |
| 3Y | +43.4% | +338.1% | -294.7% | -35.2% |
| 5Y | +55.9% | +384.2% | -328.3% | -37.2% |
| All | +81.2% | +347.3% | -266.1% | -32.7% |
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