+276.7%
SAN vs VO
+202.1%
+74.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.0% |
| 7D | +3.4% | +0.2% | +3.2% | +3.1% |
| 30D | -6.3% | +2.0% | -8.3% | -8.3% |
| 3M | -14.1% | -0.3% | -13.8% | -13.8% |
| 6M | +4.2% | +7.3% | -3.1% | -3.2% |
| YTD | +9.0% | +15.0% | -5.9% | -5.5% |
| 1Y | +18.8% | +14.7% | +4.1% | +3.2% |
| 3Y | +252.0% | +67.3% | +184.7% | +101.5% |
| 5Y | +299.5% | +38.8% | +260.7% | +180.5% |
| 10Y | +276.7% | +201.6% | +75.1% | +5.7% |
| All | +276.7% | +202.1% | +74.5% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling