+409.0%
SANM vs VT
+221.8%
+187.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.4% |
| 7D | +17.5% | +2.4% | +15.2% | +14.2% |
| 30D | -18.5% | -1.5% | -17.0% | -16.5% |
| 3M | -23.4% | -4.1% | -19.2% | -18.2% |
| 6M | -33.7% | +0.6% | -34.2% | -32.5% |
| YTD | +5.5% | +11.0% | -5.5% | -4.6% |
| 1Y | +2.4% | +13.3% | -10.9% | -9.3% |
| 3Y | +232.1% | +73.4% | +158.7% | +78.9% |
| 5Y | +294.5% | +57.4% | +237.1% | +139.4% |
| All | +409.0% | +221.8% | +187.3% | +29.7% |
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