+7.2%
VNQ vs SAN
+379.7%
-372.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.6% | -2.8% | +0.2% | -2.0% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | -2.8% | +22.7% | -25.5% | -7.4% |
| 6M | +2.5% | +28.8% | -26.3% | -3.7% |
| YTD | +8.4% | +26.3% | -17.8% | +1.8% |
| 1Y | +6.8% | +48.8% | -42.1% | -3.8% |
| 3Y | +29.9% | +347.2% | -317.3% | -12.6% |
| 5Y | +7.2% | +383.8% | -376.6% | -32.7% |
| All | +7.2% | +379.7% | -372.5% | -32.7% |
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