+298.4%
SAN vs ITOT
+63.9%
+234.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +4.0% | +2.5% | +1.5% | +1.4% |
| 30D | -7.8% | -1.7% | -6.1% | -6.3% |
| 3M | -16.4% | -3.4% | -13.0% | -13.3% |
| 6M | +3.5% | +2.1% | +1.4% | +1.6% |
| YTD | +6.7% | +11.5% | -4.8% | -3.7% |
| 1Y | +14.5% | +13.6% | +0.9% | +1.6% |
| 3Y | +243.5% | +77.2% | +166.3% | +92.7% |
| All | +298.4% | +63.9% | +234.5% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling