+641.7%
SANM vs VT
+224.5%
+417.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +1.8% |
| 30D | -0.4% | +1.0% | -1.3% | -1.4% |
| 3M | -29.2% | +2.4% | -31.5% | -30.4% |
| 6M | +42.2% | +12.0% | +30.2% | +25.7% |
| YTD | +32.3% | +15.3% | +16.9% | +12.9% |
| 1Y | +65.6% | +22.6% | +43.0% | +32.1% |
| 3Y | +254.2% | +74.7% | +179.5% | +87.1% |
| 5Y | +404.6% | +66.1% | +338.5% | +183.8% |
| All | +641.7% | +224.5% | +417.2% | +91.8% |
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