-93.3%
SANA vs VT
+77.1%
-170.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | +0.7% |
| 7D | -14.0% | -4.2% | -9.8% | -4.8% |
| 30D | -14.9% | -5.8% | -9.1% | -1.8% |
| 3M | -33.3% | -5.2% | -28.1% | -23.6% |
| 6M | -33.0% | +0.1% | -33.1% | -32.7% |
| YTD | -42.5% | +8.2% | -50.7% | -51.4% |
| 1Y | -42.6% | +10.1% | -52.8% | -52.9% |
| 3Y | -33.7% | +69.7% | -103.4% | -78.4% |
| 5Y | -89.7% | +53.4% | -143.1% | -95.4% |
| All | -93.3% | +77.1% | -170.5% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling