-93.0%
SANA vs VT
+82.2%
-175.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | -2.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.1% |
| 30D | -11.6% | -2.6% | -9.1% | -5.5% |
| 3M | -30.0% | -3.2% | -26.7% | -23.6% |
| 6M | -29.8% | +0.9% | -30.7% | -30.8% |
| YTD | -39.4% | +11.3% | -50.7% | -52.0% |
| 1Y | -39.7% | +14.0% | -53.7% | -54.3% |
| 3Y | -25.4% | +75.8% | -101.3% | -77.6% |
| 5Y | -88.5% | +57.8% | -146.3% | -95.2% |
| All | -93.0% | +82.2% | -175.1% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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