+383.8%
SAN vs VYM
+75.8%
+308.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -0.3% |
| 30D | -0.5% | -2.6% | +2.1% | +3.1% |
| 3M | +22.7% | +3.6% | +19.2% | +17.3% |
| 6M | +28.8% | +8.7% | +20.1% | +15.8% |
| YTD | +26.3% | +14.1% | +12.1% | +6.7% |
| 1Y | +48.8% | +17.8% | +31.0% | +20.7% |
| 3Y | +347.2% | +64.5% | +282.7% | +128.2% |
| 5Y | +383.8% | +77.5% | +306.2% | +117.0% |
| All | +383.8% | +75.8% | +308.0% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling