+158.3%
VEA vs SAN
+98.9%
+59.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.3% |
| 7D | +2.3% | +4.0% | -1.7% | +0.6% |
| 30D | +0.2% | -7.8% | +8.0% | +3.3% |
| 3M | -5.3% | -16.4% | +11.0% | +1.4% |
| 6M | -0.9% | +3.5% | -4.5% | -3.2% |
| YTD | +12.2% | +6.7% | +5.5% | +7.3% |
| 1Y | +16.1% | +14.5% | +1.6% | +7.7% |
| 3Y | +73.0% | +243.5% | -170.5% | -1.4% |
| 5Y | +53.7% | +296.2% | -242.5% | -20.8% |
| 10Y | +159.3% | +268.5% | -109.2% | +23.7% |
| All | +158.3% | +98.9% | +59.4% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling