+239.1%
SAN vs ES
+46.3%
+192.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.7% |
| 7D | +4.9% | +1.9% | +3.0% | +4.6% |
| 30D | -13.0% | +7.1% | -20.0% | -14.1% |
| 3M | -18.9% | -1.9% | -16.9% | -18.6% |
| 6M | -4.1% | +4.4% | -8.5% | -5.2% |
| YTD | +2.6% | +7.3% | -4.7% | +0.7% |
| 1Y | +16.9% | +2.1% | +14.8% | +15.5% |
| 3Y | +239.1% | +41.8% | +197.2% | +206.2% |
| All | +239.1% | +46.3% | +192.7% | +206.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling