+57.8%
EWZ vs SAN
+267.8%
-210.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.5% |
| 7D | -1.5% | +4.9% | -6.4% | -3.2% |
| 30D | -24.5% | -13.0% | -11.5% | -20.6% |
| 3M | -10.7% | -18.9% | +8.2% | -3.9% |
| 6M | -19.1% | -4.1% | -14.9% | -18.0% |
| YTD | +1.6% | +2.6% | -1.0% | -0.1% |
| 1Y | +4.3% | +16.9% | -12.6% | -1.9% |
| 3Y | +19.0% | +239.1% | -220.1% | -22.4% |
| All | +57.8% | +267.8% | -210.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling