+72.2%
V vs SAN
+381.6%
-309.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | +2.0% | +2.0% | 0.0% | +1.5% |
| 3M | +17.4% | +19.7% | -2.4% | +12.4% |
| 6M | +17.5% | +30.6% | -13.1% | +9.8% |
| YTD | +7.6% | +28.8% | -21.3% | +0.4% |
| 1Y | +7.7% | +57.8% | -50.1% | -4.7% |
| 3Y | +54.7% | +338.1% | -283.5% | +2.2% |
| All | +72.2% | +381.6% | -309.4% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling