-44.1%
VG vs SAN
+149.4%
-193.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +4.1% |
| 7D | +15.1% | +1.0% | +14.1% | +15.3% |
| 30D | -4.2% | -9.4% | +5.2% | -5.4% |
| 3M | -3.1% | -17.1% | +14.0% | -5.8% |
| 6M | +0.3% | +2.2% | -1.8% | +1.0% |
| YTD | +95.5% | +6.0% | +89.5% | +92.7% |
| 1Y | +64.4% | +12.7% | +51.7% | +57.6% |
| All | -44.1% | +149.4% | -193.5% | -54.7% |
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