+259.6%
SAN vs ES
+82.6%
+177.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +8.7% | -0.1% | +8.8% | +8.8% |
| 30D | -6.5% | +5.7% | -12.2% | -7.9% |
| 3M | -14.2% | -2.8% | -11.4% | -13.6% |
| 6M | +2.7% | +7.0% | -4.2% | +0.5% |
| YTD | +8.9% | +6.8% | +2.1% | +6.3% |
| 1Y | +23.4% | -0.5% | +23.8% | +22.4% |
| 3Y | +257.9% | +47.2% | +210.8% | +211.1% |
| 5Y | +297.8% | +2.3% | +295.5% | +282.0% |
| 10Y | +259.6% | +85.6% | +173.9% | +269.6% |
| All | +259.6% | +82.6% | +177.0% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling