+243.5%
SAN vs ES
+53.3%
+190.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +4.0% | +2.7% | +1.3% | +3.4% |
| 30D | -7.8% | +7.6% | -15.4% | -9.2% |
| 3M | -16.4% | +0.5% | -16.9% | -16.5% |
| 6M | +3.5% | +7.6% | -4.1% | +1.7% |
| YTD | +6.7% | +10.2% | -3.5% | +4.1% |
| 1Y | +14.5% | +1.8% | +12.7% | +13.3% |
| 3Y | +243.5% | +55.4% | +188.1% | +199.2% |
| All | +243.5% | +53.3% | +190.2% | +199.2% |
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