+43.0%
VMC vs SAN
+271.8%
-228.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.4% |
| 7D | +0.5% | +4.9% | -4.4% | -0.7% |
| 30D | +15.8% | -13.0% | +28.8% | +19.9% |
| 3M | +0.6% | -18.9% | +19.4% | +6.0% |
| 6M | -4.0% | -4.1% | +0.1% | -3.3% |
| YTD | -0.3% | +2.6% | -2.9% | -2.1% |
| 1Y | -0.5% | +16.9% | -17.4% | -5.7% |
| 3Y | +39.6% | +239.1% | -199.5% | -4.3% |
| All | +43.0% | +271.8% | -228.8% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling