+378.7%
SAN vs VEU
+56.2%
+322.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.9% |
| 30D | -0.1% | +0.7% | -0.7% | -1.0% |
| 3M | +19.6% | +4.7% | +15.0% | +12.0% |
| 6M | +32.7% | +11.6% | +21.0% | +13.4% |
| YTD | +26.7% | +16.8% | +9.9% | +1.9% |
| 1Y | +51.6% | +24.9% | +26.8% | +10.9% |
| 3Y | +348.7% | +75.7% | +273.0% | +103.1% |
| 5Y | +378.7% | +56.1% | +322.6% | +171.8% |
| All | +378.7% | +56.2% | +322.6% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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