+345.3%
SAN vs VYM
+209.2%
+136.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.4% |
| 7D | +0.2% | -0.8% | +1.0% | +1.3% |
| 30D | +0.9% | -2.2% | +3.2% | +4.1% |
| 3M | +19.1% | +3.1% | +16.0% | +14.6% |
| 6M | +33.2% | +9.7% | +23.5% | +18.4% |
| YTD | +29.1% | +14.9% | +14.2% | +8.1% |
| 1Y | +50.2% | +17.6% | +32.7% | +22.1% |
| 3Y | +351.0% | +65.3% | +285.7% | +131.5% |
| 5Y | +394.7% | +78.7% | +316.0% | +132.7% |
| All | +345.3% | +209.2% | +136.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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