+60.9%
VEA vs SAN
+384.1%
-323.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +0.4% | -0.1% | +0.5% | +0.4% |
| 3M | +4.8% | +19.6% | -14.8% | -1.8% |
| 6M | +11.3% | +32.7% | -21.4% | +0.3% |
| YTD | +17.4% | +26.7% | -9.3% | +6.9% |
| 1Y | +26.2% | +51.6% | -25.4% | +7.8% |
| 3Y | +77.7% | +348.7% | -271.0% | +2.2% |
| 5Y | +60.9% | +378.7% | -317.8% | -14.8% |
| All | +60.9% | +384.1% | -323.1% | -14.8% |
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