+286.0%
SAN vs EFV
+258.8%
+27.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +1.8% | +1.5% | +0.3% | -0.4% |
| 30D | +2.0% | +1.7% | +0.2% | -0.5% |
| 3M | +19.7% | +8.6% | +11.1% | +6.6% |
| 6M | +30.6% | +11.7% | +19.0% | +12.5% |
| YTD | +28.8% | +19.3% | +9.6% | +1.3% |
| 1Y | +57.8% | +30.2% | +27.6% | +9.5% |
| 3Y | +338.1% | +91.6% | +246.5% | +77.4% |
| 5Y | +384.2% | +96.4% | +287.8% | +96.9% |
| 10Y | +353.1% | +166.5% | +186.7% | +30.6% |
| All | +286.0% | +258.8% | +27.1% | -4.1% |
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