+800.0%
VGT vs SAN
+357.1%
+442.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -0.4% | +0.9% | -1.4% | -0.8% |
| 3M | +4.4% | +19.1% | -14.7% | -1.5% |
| 6M | +32.1% | +33.2% | -1.1% | +19.7% |
| YTD | +28.8% | +29.1% | -0.3% | +17.4% |
| 1Y | +35.3% | +50.2% | -14.9% | +17.3% |
| 3Y | +124.8% | +351.0% | -226.3% | +34.2% |
| 5Y | +137.9% | +394.7% | -256.8% | +33.4% |
| All | +800.0% | +357.1% | +442.9% | +406.8% |
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 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