-51.4%
VG vs SAN
+146.9%
-198.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.1% |
| 7D | -22.0% | +3.5% | -25.5% | -21.2% |
| 30D | -14.7% | -13.2% | -1.5% | -16.5% |
| 3M | -7.1% | -16.9% | +9.9% | -9.6% |
| 6M | -11.2% | +2.3% | -13.5% | -10.7% |
| YTD | +69.8% | +4.9% | +64.9% | +67.1% |
| 1Y | +49.9% | +20.4% | +29.4% | +38.7% |
| All | -51.4% | +146.9% | -198.3% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling