+738.6%
IVV vs SAN
+407.3%
+331.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +1.1% |
| 7D | -2.7% | +4.9% | -7.6% | -4.3% |
| 30D | -5.4% | -13.0% | +7.6% | -1.2% |
| 3M | -4.1% | -18.9% | +14.8% | +2.3% |
| 6M | +0.7% | -4.1% | +4.9% | +1.3% |
| YTD | +8.7% | +2.6% | +6.2% | +6.0% |
| 1Y | +11.0% | +16.9% | -6.0% | +3.6% |
| 3Y | +75.4% | +239.1% | -163.6% | +12.5% |
| 5Y | +68.3% | +266.8% | -198.5% | +1.6% |
| 10Y | +315.5% | +246.0% | +69.5% | +135.9% |
| All | +738.6% | +407.3% | +331.4% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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