+1,496.0%
SANM vs VT
+345.0%
+1,151.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -3.5% |
| 7D | -24.7% | -4.2% | -20.6% | -20.0% |
| 30D | -42.9% | -5.8% | -37.1% | -37.5% |
| 3M | -34.6% | -5.2% | -29.4% | -28.8% |
| 6M | -41.3% | +0.1% | -41.4% | -39.9% |
| YTD | -13.2% | +8.2% | -21.5% | -20.0% |
| 1Y | -26.7% | +10.1% | -36.9% | -33.6% |
| 3Y | +144.1% | +69.7% | +74.4% | +22.1% |
| 5Y | +201.5% | +53.4% | +148.2% | +72.4% |
| 10Y | +364.3% | +219.2% | +145.1% | -9.1% |
| All | +1,496.0% | +345.0% | +1,151.0% | +105.1% |
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