+3,489.1%
VMC vs SAN
+1,664.5%
+1,824.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.2% |
| 7D | +0.5% | +4.9% | -4.4% | -1.0% |
| 30D | +15.8% | -13.0% | +28.8% | +20.9% |
| 3M | +0.6% | -18.9% | +19.4% | +7.3% |
| 6M | -4.0% | -4.1% | +0.1% | -3.2% |
| YTD | -0.3% | +2.6% | -2.9% | -2.6% |
| 1Y | -0.5% | +16.9% | -17.4% | -7.0% |
| 3Y | +39.6% | +239.1% | -199.5% | -10.5% |
| 5Y | +50.1% | +266.8% | -216.8% | -9.2% |
| 10Y | +164.4% | +246.0% | -81.6% | +52.8% |
| All | +3,489.1% | +1,664.5% | +1,824.6% | +1,476.9% |
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