-14.3%
VMC vs SAN
+49.3%
-63.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -3.7% | -2.8% | -0.9% | -3.0% |
| 30D | -12.8% | -0.5% | -12.2% | -12.7% |
| 3M | -7.9% | +22.7% | -30.7% | -12.2% |
| 6M | -7.5% | +28.8% | -36.3% | -12.8% |
| YTD | -11.6% | +26.3% | -37.9% | -17.8% |
| 1Y | -14.3% | +48.8% | -63.1% | -22.2% |
| All | -14.3% | +49.3% | -63.5% | -22.2% |
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