-21.9%
SANM vs VT
+10.5%
-32.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +2.8% |
| 7D | -18.7% | -2.3% | -16.3% | -14.2% |
| 30D | -38.6% | -5.0% | -33.7% | -30.0% |
| 3M | -34.5% | -4.9% | -29.6% | -25.1% |
| 6M | -43.5% | -1.5% | -42.0% | -39.6% |
| YTD | -10.3% | +8.5% | -18.7% | -23.6% |
| 1Y | -21.9% | +11.4% | -33.3% | -38.3% |
| All | -21.9% | +10.5% | -32.4% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling