+34.0%
VSH vs SAN
+358.9%
-324.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.9% |
| 7D | +4.1% | +1.8% | +2.3% | +3.0% |
| 30D | -4.2% | +2.0% | -6.1% | -5.2% |
| 3M | -50.0% | +19.7% | -69.7% | -54.5% |
| 6M | +80.2% | +30.6% | +49.5% | +55.7% |
| YTD | +121.1% | +28.8% | +92.2% | +90.5% |
| 1Y | +112.0% | +57.8% | +54.2% | +64.0% |
| All | +34.0% | +358.9% | -324.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling