+268.7%
SAN vs VLTO
+56.4%
+212.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +4.0% | +1.0% | +3.0% | +3.8% |
| 30D | -7.8% | +17.5% | -25.3% | -11.8% |
| 3M | -16.4% | +21.4% | -37.8% | -20.7% |
| 6M | +3.5% | +38.1% | -34.6% | -6.0% |
| YTD | +6.7% | +19.0% | -12.3% | +1.6% |
| 1Y | +14.5% | +20.7% | -6.2% | +8.5% |
| 3Y | +243.5% | +64.3% | +179.2% | +197.1% |
| All | +268.7% | +56.4% | +212.3% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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