+57.8%
SAN vs VO
+15.8%
+41.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.5% |
| 7D | +1.8% | -0.3% | +2.0% | +2.2% |
| 30D | +2.0% | -0.3% | +2.3% | +2.5% |
| 3M | +19.7% | +2.9% | +16.8% | +14.9% |
| 6M | +30.6% | +9.3% | +21.3% | +14.4% |
| YTD | +28.8% | +14.2% | +14.7% | +8.9% |
| 1Y | +57.8% | +15.3% | +42.5% | +31.7% |
| All | +57.8% | +15.8% | +41.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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