-93.5%
SANA vs VT
+83.4%
-176.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -8.4% |
| 7D | -10.5% | -0.7% | -9.8% | -9.1% |
| 30D | -12.6% | -1.7% | -10.8% | -8.6% |
| 3M | -39.6% | -2.3% | -37.3% | -35.6% |
| 6M | -35.7% | +1.5% | -37.2% | -37.5% |
| YTD | -43.7% | +12.0% | -55.8% | -56.2% |
| 1Y | -46.0% | +12.9% | -58.9% | -58.1% |
| 3Y | -32.0% | +74.9% | -107.0% | -79.4% |
| 5Y | -89.5% | +59.9% | -149.4% | -95.7% |
| All | -93.5% | +83.4% | -176.8% | -98.1% |
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