+51.8%
VG vs SAN
+23.5%
+28.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +6.4% | -14.1% | -3.3% |
| 7D | -16.4% | +4.5% | -20.9% | -13.1% |
| 30D | -10.8% | -12.1% | +1.3% | -17.2% |
| 3M | -6.3% | -15.6% | +9.3% | -15.3% |
| 6M | -12.5% | +5.8% | -18.3% | -4.6% |
| YTD | +76.9% | +5.5% | +71.4% | +86.1% |
| 1Y | +51.8% | +23.6% | +28.2% | +49.0% |
| All | +51.8% | +23.5% | +28.3% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling