+219.6%
SAN vs EFV
+249.2%
-29.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.1% |
| 7D | +4.0% | +2.5% | +1.5% | +0.4% |
| 30D | -7.8% | +2.9% | -10.7% | -11.4% |
| 3M | -16.4% | -1.4% | -14.9% | -14.2% |
| 6M | +3.5% | +5.5% | -2.0% | -3.4% |
| YTD | +6.7% | +16.1% | -9.4% | -12.4% |
| 1Y | +14.5% | +20.3% | -5.8% | -10.6% |
| 3Y | +243.5% | +90.4% | +153.1% | +40.8% |
| 5Y | +296.2% | +93.5% | +202.7% | +64.7% |
| 10Y | +268.5% | +161.5% | +107.0% | +9.4% |
| All | +219.6% | +249.2% | -29.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling