-9.5%
VMC vs SAN
+58.9%
-68.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -4.3% | +1.8% | -6.1% | -4.8% |
| 30D | -8.2% | +2.0% | -10.2% | -8.7% |
| 3M | -7.0% | +19.7% | -26.8% | -11.0% |
| 6M | -10.8% | +30.6% | -41.4% | -16.3% |
| YTD | -7.4% | +28.8% | -36.2% | -14.4% |
| 1Y | -9.5% | +57.8% | -67.3% | -19.5% |
| All | -9.5% | +58.9% | -68.4% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling