+202.9%
SAN vs VIG
+623.5%
-420.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | +1.8% | -0.4% | +2.2% | +2.5% |
| 30D | +2.0% | -1.0% | +2.9% | +3.5% |
| 3M | +19.7% | +2.8% | +17.0% | +15.1% |
| 6M | +30.6% | +8.2% | +22.4% | +16.5% |
| YTD | +28.8% | +11.0% | +17.8% | +10.8% |
| 1Y | +57.8% | +16.1% | +41.6% | +26.6% |
| 3Y | +338.1% | +56.2% | +282.0% | +119.8% |
| 5Y | +384.2% | +63.0% | +321.2% | +126.4% |
| 10Y | +353.1% | +241.4% | +111.7% | -39.7% |
| All | +202.9% | +623.5% | -420.6% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling