+1,652.4%
SAN vs ES
+1,235.9%
+416.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.2% |
| 7D | +4.9% | +1.9% | +3.0% | +4.2% |
| 30D | -13.0% | +7.1% | -20.0% | -15.2% |
| 3M | -18.9% | -1.9% | -16.9% | -18.4% |
| 6M | -4.1% | +4.4% | -8.5% | -6.1% |
| YTD | +2.6% | +7.3% | -4.7% | -0.9% |
| 1Y | +16.9% | +2.1% | +14.8% | +14.5% |
| 3Y | +239.1% | +41.8% | +197.2% | +186.9% |
| 5Y | +266.8% | +1.4% | +265.4% | +247.5% |
| 10Y | +246.0% | +86.8% | +159.3% | +146.1% |
| All | +1,652.4% | +1,235.9% | +416.4% | +549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling