+158.0%
SAN vs VIG
+650.0%
-492.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.4% |
| 7D | +10.8% | +1.0% | +9.8% | +9.2% |
| 30D | -5.7% | +4.5% | -10.3% | -12.0% |
| 3M | -13.4% | +2.1% | -15.5% | -16.1% |
| 6M | +3.5% | +10.5% | -6.9% | -10.9% |
| YTD | +9.7% | +15.1% | -5.3% | -10.7% |
| 1Y | +20.9% | +16.9% | +4.0% | -4.0% |
| 3Y | +254.3% | +65.6% | +188.7% | +62.3% |
| 5Y | +304.2% | +64.4% | +239.8% | +86.7% |
| 10Y | +260.2% | +260.6% | -0.4% | -56.2% |
| All | +158.0% | +650.0% | -492.0% | -90.1% |
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