+265.3%
SAN vs ES
+96.6%
+168.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | -9.4% | +8.2% | -17.6% | -11.4% |
| 3M | -17.1% | +0.6% | -17.7% | -17.4% |
| 6M | +2.2% | +6.0% | -3.8% | +0.2% |
| YTD | +6.0% | +9.3% | -3.3% | +2.8% |
| 1Y | +12.7% | +1.1% | +11.6% | +11.3% |
| 3Y | +242.1% | +51.9% | +190.2% | +194.7% |
| 5Y | +293.6% | +6.5% | +287.2% | +273.6% |
| All | +265.3% | +96.6% | +168.7% | +278.8% |
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