+260.2%
SAN vs ES
+87.3%
+172.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +10.8% | +0.9% | +9.9% | +10.5% |
| 30D | -5.7% | +5.9% | -11.7% | -7.3% |
| 3M | -13.4% | -1.0% | -12.4% | -13.3% |
| 6M | +3.5% | +7.2% | -3.6% | +1.2% |
| YTD | +9.7% | +7.0% | +2.8% | +7.1% |
| 1Y | +20.9% | +0.5% | +20.4% | +19.6% |
| 3Y | +254.3% | +48.7% | +205.6% | +206.9% |
| 5Y | +304.2% | +1.9% | +302.3% | +288.6% |
| 10Y | +260.2% | +89.2% | +171.1% | +268.2% |
| All | +260.2% | +87.3% | +172.9% | +268.2% |
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