+252.2%
SAN vs VO
+797.8%
-545.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +4.9% | -2.6% | +7.5% | +8.3% |
| 30D | -13.0% | -0.9% | -12.0% | -12.0% |
| 3M | -18.9% | -3.0% | -15.9% | -15.7% |
| 6M | -4.1% | +2.2% | -6.3% | -6.5% |
| YTD | +2.6% | +10.6% | -8.0% | -8.9% |
| 1Y | +16.9% | +12.5% | +4.4% | +1.6% |
| 3Y | +239.1% | +61.4% | +177.7% | +83.9% |
| 5Y | +266.8% | +33.4% | +233.4% | +150.6% |
| 10Y | +246.0% | +201.5% | +44.5% | -19.7% |
| All | +252.2% | +797.8% | -545.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling