+476.5%
V vs SAN
+267.7%
+208.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | +6.3% | -9.4% | +15.7% | +9.3% |
| 3M | +17.2% | -17.1% | +34.3% | +23.6% |
| 6M | +29.2% | +2.2% | +27.1% | +27.2% |
| YTD | +20.8% | +6.0% | +14.8% | +16.2% |
| 1Y | +25.0% | +12.7% | +12.3% | +17.8% |
| 3Y | +75.3% | +242.1% | -166.9% | +10.8% |
| 5Y | +105.8% | +293.6% | -187.8% | +19.1% |
| All | +476.5% | +267.7% | +208.8% | +231.0% |
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