+341.1%
SAN vs VYM
+64.0%
+277.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -2.8% | -1.9% | -0.9% | -0.5% |
| 30D | -0.5% | -2.6% | +2.1% | +2.8% |
| 3M | +22.7% | +3.6% | +19.2% | +17.9% |
| 6M | +28.8% | +8.7% | +20.1% | +17.1% |
| YTD | +26.3% | +14.1% | +12.1% | +9.0% |
| 1Y | +48.8% | +17.8% | +31.0% | +24.1% |
| All | +341.1% | +64.0% | +277.1% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling