+2,267.4%
VGT vs SAN
+345.6%
+1,921.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.0% | +1.8% | -0.8% | +0.4% |
| 30D | +1.3% | +2.0% | -0.7% | +0.6% |
| 3M | -1.1% | +19.7% | -20.9% | -7.1% |
| 6M | +32.6% | +30.6% | +2.0% | +20.6% |
| YTD | +29.0% | +28.8% | +0.1% | +17.3% |
| 1Y | +39.7% | +57.8% | -18.1% | +18.5% |
| 3Y | +120.9% | +338.1% | -217.2% | +30.1% |
| 5Y | +133.6% | +384.2% | -250.7% | +29.0% |
| 10Y | +792.6% | +353.1% | +439.4% | +364.5% |
| All | +2,267.4% | +345.6% | +1,921.8% | +864.5% |
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