+98.9%
VSH vs SAN
+12.6%
+86.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.6% |
| 7D | +14.3% | +4.0% | +10.3% | +12.1% |
| 30D | -7.9% | -7.8% | 0.0% | -3.4% |
| 3M | -19.9% | -16.4% | -3.5% | -11.3% |
| 6M | -30.5% | +3.5% | -34.1% | -31.8% |
| YTD | +85.7% | +6.7% | +79.0% | +68.4% |
| 1Y | +98.9% | +14.5% | +84.4% | +67.7% |
| All | +98.9% | +12.6% | +86.3% | +67.7% |
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 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