+444.2%
V vs SAN
+267.2%
+177.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -2.0% |
| 7D | -0.8% | +8.7% | -9.5% | -3.3% |
| 30D | +9.5% | -6.5% | +16.0% | +11.5% |
| 3M | +16.7% | -14.2% | +30.9% | +21.7% |
| 6M | +32.9% | +2.7% | +30.2% | +30.6% |
| YTD | +21.1% | +8.9% | +12.2% | +15.5% |
| 1Y | +26.6% | +23.4% | +3.3% | +16.0% |
| 3Y | +78.4% | +257.9% | -179.6% | +11.3% |
| 5Y | +105.5% | +297.8% | -192.3% | +18.8% |
| 10Y | +444.2% | +259.6% | +184.7% | +211.5% |
| All | +444.2% | +267.2% | +177.0% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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