+63.4%
VSH vs SAN
+23.5%
+39.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.4% | -11.5% | -8.3% |
| 7D | -13.6% | +4.5% | -18.2% | -15.7% |
| 30D | -30.4% | -12.1% | -18.3% | -25.2% |
| 3M | -33.3% | -15.6% | -17.7% | -27.0% |
| 6M | -15.1% | +5.8% | -20.9% | -17.2% |
| YTD | +80.2% | +5.5% | +74.8% | +66.4% |
| 1Y | +63.4% | +23.6% | +39.8% | +34.2% |
| All | +63.4% | +23.5% | +39.9% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling