+55.0%
EWZ vs SAN
+381.6%
-326.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | +1.8% | +4.7% | +5.8% |
| 30D | +4.8% | +2.0% | +2.9% | +4.1% |
| 3M | +9.9% | +19.7% | -9.8% | +2.9% |
| 6M | +1.9% | +30.6% | -28.7% | -7.6% |
| YTD | +20.3% | +28.8% | -8.5% | +9.0% |
| 1Y | +35.6% | +57.8% | -22.1% | +14.6% |
| 3Y | +43.4% | +338.1% | -294.7% | -15.6% |
| All | +55.0% | +381.6% | -326.6% | -16.2% |
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 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