+276.7%
SAN vs VIG
+264.3%
+12.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.8% |
| 30D | -6.3% | +4.9% | -11.2% | -11.7% |
| 3M | -14.1% | +2.9% | -17.0% | -17.0% |
| 6M | +4.2% | +11.2% | -7.1% | -8.3% |
| YTD | +9.0% | +16.0% | -6.9% | -8.2% |
| 1Y | +18.8% | +17.0% | +1.8% | -0.9% |
| 3Y | +252.0% | +66.9% | +185.2% | +90.7% |
| 5Y | +299.5% | +65.8% | +233.6% | +119.4% |
| 10Y | +276.7% | +263.6% | +13.0% | -13.3% |
| All | +276.7% | +264.3% | +12.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling