+269.8%
SAN vs VO
+32.6%
+237.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +4.9% | -2.6% | +7.5% | +7.7% |
| 30D | -13.0% | -0.9% | -12.0% | -12.2% |
| 3M | -18.9% | -3.0% | -15.9% | -16.3% |
| 6M | -4.1% | +2.2% | -6.3% | -6.0% |
| YTD | +2.6% | +10.6% | -8.0% | -6.5% |
| 1Y | +16.9% | +12.5% | +4.4% | +4.8% |
| 3Y | +239.1% | +61.4% | +177.7% | +111.5% |
| All | +269.8% | +32.6% | +237.1% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling