+3,227.9%
VMC vs SAN
+2,116.5%
+1,111.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -4.3% | +1.8% | -6.1% | -4.9% |
| 30D | -8.2% | +2.0% | -10.2% | -8.8% |
| 3M | -7.0% | +19.7% | -26.8% | -12.5% |
| 6M | -10.8% | +30.6% | -41.4% | -18.6% |
| YTD | -7.4% | +28.8% | -36.2% | -15.8% |
| 1Y | -9.5% | +57.8% | -67.3% | -23.2% |
| 3Y | +20.5% | +338.1% | -317.7% | -28.8% |
| 5Y | +51.6% | +384.2% | -332.6% | -16.3% |
| 10Y | +150.0% | +353.1% | -203.1% | +32.4% |
| All | +3,227.9% | +2,116.5% | +1,111.5% | +1,261.6% |
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