+217.5%
SAN vs EFV
+247.9%
-30.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.1% |
| 30D | -9.4% | +2.0% | -11.4% | -11.8% |
| 3M | -17.1% | -1.6% | -15.5% | -14.8% |
| 6M | +2.2% | +5.8% | -3.6% | -4.9% |
| YTD | +6.0% | +15.6% | -9.7% | -12.6% |
| 1Y | +12.7% | +19.0% | -6.3% | -10.6% |
| 3Y | +242.1% | +90.7% | +151.5% | +40.0% |
| 5Y | +293.6% | +92.8% | +200.8% | +64.5% |
| 10Y | +266.1% | +160.5% | +105.6% | +9.2% |
| All | +217.5% | +247.9% | -30.4% | -17.2% |
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