+66.7%
VSH vs SAN
+381.9%
-315.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | +6.2% | +3.3% | +2.9% | +4.6% |
| 30D | -11.1% | +1.1% | -12.2% | -11.6% |
| 3M | -44.9% | +22.2% | -67.1% | -49.7% |
| 6M | +90.0% | +36.0% | +53.9% | +65.0% |
| YTD | +118.8% | +28.2% | +90.5% | +93.7% |
| 1Y | +109.0% | +54.1% | +54.8% | +70.6% |
| 3Y | +35.6% | +354.2% | -318.6% | -28.8% |
| 5Y | +66.7% | +387.3% | -320.6% | -20.5% |
| All | +66.7% | +381.9% | -315.2% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling