+1,636.0%
VSH vs SAN
+2,116.5%
-480.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | +4.1% | +1.8% | +2.3% | +3.2% |
| 30D | -4.2% | +2.0% | -6.1% | -5.1% |
| 3M | -50.0% | +19.7% | -69.7% | -53.8% |
| 6M | +80.2% | +30.6% | +49.5% | +59.6% |
| YTD | +121.1% | +28.8% | +92.2% | +95.8% |
| 1Y | +112.0% | +57.8% | +54.2% | +71.3% |
| 3Y | +22.5% | +338.1% | -315.6% | -38.5% |
| 5Y | +64.0% | +384.2% | -320.2% | -24.7% |
| 10Y | +170.4% | +353.1% | -182.8% | +21.3% |
| All | +1,636.0% | +2,116.5% | -480.5% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling