+4.3%
EWZ vs SAN
+16.7%
-12.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.7% |
| 7D | -1.5% | +4.9% | -6.4% | -3.8% |
| 30D | -24.5% | -13.0% | -11.5% | -19.6% |
| 3M | -10.7% | -18.9% | +8.2% | -2.5% |
| 6M | -19.1% | -4.1% | -14.9% | -17.7% |
| YTD | +1.6% | +2.6% | -1.0% | -3.2% |
| 1Y | +4.3% | +16.9% | -12.6% | -6.7% |
| All | +4.3% | +16.7% | -12.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling