-20.9%
VST vs SAN
+58.9%
-79.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +8.9% | +1.8% | +7.1% | +8.1% |
| 30D | +6.2% | +2.0% | +4.2% | +5.3% |
| 3M | -2.7% | +19.7% | -22.5% | -9.7% |
| 6M | -8.4% | +30.6% | -39.0% | -18.2% |
| YTD | -7.2% | +28.8% | -36.1% | -18.5% |
| 1Y | -20.9% | +57.8% | -78.7% | -36.7% |
| All | -20.9% | +58.9% | -79.8% | -36.7% |
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 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