+369.3%
SANM vs VT
+215.5%
+153.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.1% |
| 7D | -18.7% | -2.3% | -16.3% | -16.2% |
| 30D | -38.6% | -5.0% | -33.7% | -34.1% |
| 3M | -34.5% | -4.9% | -29.6% | -29.5% |
| 6M | -43.5% | -1.5% | -42.0% | -41.1% |
| YTD | -10.3% | +8.5% | -18.7% | -16.4% |
| 1Y | -21.9% | +11.4% | -33.3% | -29.3% |
| 3Y | +155.0% | +70.1% | +85.0% | +40.9% |
| 5Y | +211.8% | +53.7% | +158.1% | +95.0% |
| All | +369.3% | +215.5% | +153.7% | +30.4% |
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