+22.1%
VMC vs SAN
+356.8%
-334.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -0.5% | +3.3% | -3.9% | -1.3% |
| 30D | -9.1% | +1.1% | -10.2% | -9.3% |
| 3M | -4.1% | +22.2% | -26.4% | -8.2% |
| 6M | -5.5% | +36.0% | -41.5% | -11.5% |
| YTD | -8.9% | +28.2% | -37.2% | -14.3% |
| 1Y | -12.9% | +54.1% | -67.1% | -21.1% |
| 3Y | +22.1% | +354.2% | -332.1% | -15.4% |
| All | +22.1% | +356.8% | -334.6% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling