+149.2%
SAN vs VIG
+655.7%
-506.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.0% | +3.1% | -2.1% | -3.5% |
| 30D | -9.4% | +5.0% | -14.4% | -16.1% |
| 3M | -17.1% | +2.7% | -19.8% | -20.4% |
| 6M | +2.2% | +11.0% | -8.8% | -12.7% |
| YTD | +6.0% | +16.0% | -10.0% | -14.8% |
| 1Y | +12.7% | +16.3% | -3.5% | -9.7% |
| 3Y | +242.1% | +66.8% | +175.3% | +54.9% |
| 5Y | +293.6% | +64.8% | +228.8% | +81.2% |
| 10Y | +266.1% | +263.6% | +2.5% | -56.0% |
| All | +149.2% | +655.7% | -506.6% | -90.5% |
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