+61.8%
VNQ vs SAN
+357.1%
-295.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | +0.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -2.6% | +0.9% | -3.5% | -2.9% |
| 3M | -2.0% | +19.1% | -21.1% | -6.7% |
| 6M | +4.3% | +33.2% | -28.9% | -3.9% |
| YTD | +9.2% | +29.1% | -19.9% | +0.9% |
| 1Y | +5.6% | +50.2% | -44.6% | -6.6% |
| 3Y | +30.8% | +351.0% | -320.2% | -16.5% |
| 5Y | +8.0% | +394.7% | -386.7% | -35.1% |
| All | +61.8% | +357.1% | -295.3% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling