+152.3%
SAN vs VEU
+192.1%
-39.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.6% |
| 7D | +1.8% | +1.1% | +0.6% | +0.2% |
| 30D | +2.0% | +2.2% | -0.2% | -1.1% |
| 3M | +19.7% | +3.0% | +16.7% | +14.7% |
| 6M | +30.6% | +10.9% | +19.8% | +13.2% |
| YTD | +28.8% | +18.2% | +10.7% | +2.3% |
| 1Y | +57.8% | +28.3% | +29.5% | +11.6% |
| 3Y | +338.1% | +74.6% | +263.5% | +102.1% |
| 5Y | +384.2% | +56.4% | +327.8% | +167.7% |
| 10Y | +353.2% | +153.0% | +200.1% | +34.5% |
| All | +152.3% | +192.1% | -39.9% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling