+156.5%
SAN vs VYM
+490.3%
-333.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | +0.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +1.1% | -1.3% | +2.4% | +3.1% |
| 3M | +22.2% | +4.1% | +18.1% | +15.3% |
| 6M | +36.0% | +9.8% | +26.2% | +18.6% |
| YTD | +28.2% | +15.3% | +12.9% | +3.9% |
| 1Y | +54.1% | +20.0% | +34.1% | +17.4% |
| 3Y | +354.2% | +66.2% | +288.0% | +107.6% |
| 5Y | +387.3% | +77.5% | +309.8% | +103.8% |
| 10Y | +334.8% | +201.7% | +133.1% | -20.6% |
| All | +156.5% | +490.3% | -333.7% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling