+49.4%
SAN vs VIG
+13.2%
+36.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.2% |
| 7D | -0.5% | -1.2% | +0.7% | +1.8% |
| 30D | -0.1% | -2.8% | +2.8% | +5.5% |
| 3M | +19.6% | +2.5% | +17.2% | +14.5% |
| 6M | +32.7% | +8.1% | +24.6% | +14.5% |
| YTD | +26.7% | +9.6% | +17.1% | +8.6% |
| All | +49.4% | +13.2% | +36.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling