+392.1%
VNQ vs SAN
+412.6%
-20.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.4% | +3.3% | -3.7% | -1.7% |
| 30D | -2.5% | +1.1% | -3.6% | -3.0% |
| 3M | +1.4% | +22.2% | -20.8% | -7.2% |
| 6M | +4.6% | +36.0% | -31.5% | -9.0% |
| YTD | +10.5% | +28.2% | -17.7% | -2.4% |
| 1Y | +8.4% | +54.1% | -45.7% | -11.7% |
| 3Y | +32.4% | +354.2% | -321.8% | -34.2% |
| 5Y | +5.5% | +387.3% | -381.8% | -51.9% |
| 10Y | +59.1% | +334.8% | -275.7% | -33.8% |
| All | +392.1% | +412.6% | -20.5% | +40.9% |
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