+1,174.9%
VSH vs SAN
+1,664.5%
-489.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +8.0% | +6.7% |
| 7D | -12.9% | +4.9% | -17.9% | -15.2% |
| 30D | -36.9% | -13.0% | -23.9% | -33.0% |
| 3M | -28.8% | -18.9% | -9.9% | -22.2% |
| 6M | -30.3% | -4.1% | -26.1% | -29.3% |
| YTD | +62.4% | +2.6% | +59.8% | +58.6% |
| 1Y | +62.5% | +16.9% | +45.6% | +49.7% |
| 3Y | +7.4% | +239.1% | -231.7% | -39.7% |
| 5Y | +25.4% | +266.8% | -241.4% | -34.8% |
| 10Y | +102.6% | +246.0% | -143.4% | +2.3% |
| All | +1,174.9% | +1,664.5% | -489.6% | +265.0% |
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