+112.2%
VSH vs SAN
+53.7%
+58.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | -4.4% | -0.1% | -4.3% | -4.5% |
| 3M | -45.8% | +19.6% | -65.5% | -51.1% |
| 6M | +90.1% | +32.7% | +57.5% | +60.3% |
| YTD | +120.3% | +26.7% | +93.6% | +84.0% |
| 1Y | +112.2% | +51.6% | +60.6% | +55.8% |
| All | +112.2% | +53.7% | +58.6% | +55.8% |
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