+2,110.3%
VGT vs SAN
+266.5%
+1,843.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | +0.4% |
| 7D | +5.6% | +1.0% | +4.6% | +5.2% |
| 30D | -10.6% | -9.4% | -1.2% | -7.8% |
| 3M | -6.9% | -17.1% | +10.2% | -1.3% |
| 6M | +0.9% | +2.2% | -1.2% | -0.5% |
| YTD | +20.4% | +6.0% | +14.4% | +16.5% |
| 1Y | +17.4% | +12.7% | +4.7% | +11.1% |
| 3Y | +106.3% | +242.1% | -135.9% | +31.8% |
| 5Y | +107.9% | +293.6% | -185.7% | +22.9% |
| 10Y | +730.9% | +266.1% | +464.8% | +364.2% |
| All | +2,110.3% | +266.5% | +1,843.8% | +857.5% |
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