+66.5%
EWZ vs SAN
+270.1%
-203.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +0.8% | +4.0% | -3.3% | -1.2% |
| 30D | -24.4% | -7.8% | -16.5% | -21.3% |
| 3M | -4.6% | -16.4% | +11.8% | +3.9% |
| 6M | -11.6% | +3.5% | -15.1% | -13.5% |
| YTD | +2.4% | +6.7% | -4.3% | -2.5% |
| 1Y | +2.1% | +14.5% | -12.4% | -6.1% |
| 3Y | +18.7% | +243.5% | -224.8% | -39.2% |
| 5Y | +54.2% | +296.2% | -242.0% | -31.0% |
| All | +66.5% | +270.1% | -203.6% | -26.8% |
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