+1,112.0%
VST vs SAN
+236.7%
+875.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.8% | +11.3% |
| 7D | -9.8% | +4.9% | -14.7% | -11.7% |
| 30D | -25.1% | -13.0% | -12.2% | -21.9% |
| 3M | -11.6% | -18.9% | +7.3% | -5.7% |
| 6M | -20.9% | -4.1% | -16.8% | -20.2% |
| YTD | -22.3% | +2.6% | -24.9% | -23.9% |
| 1Y | -32.0% | +16.9% | -48.9% | -36.3% |
| 3Y | +262.4% | +239.1% | +23.3% | +140.8% |
| 5Y | +563.4% | +266.8% | +296.5% | +315.0% |
| All | +1,112.0% | +236.7% | +875.3% | +592.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling