+227.8%
VST vs SAN
+243.2%
-15.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -5.9% |
| 7D | -19.9% | +3.5% | -23.4% | -21.4% |
| 30D | -29.7% | -13.2% | -16.5% | -25.4% |
| 3M | -19.6% | -16.9% | -2.6% | -13.1% |
| 6M | -29.4% | +2.3% | -31.7% | -30.4% |
| YTD | -29.7% | +4.9% | -34.7% | -32.3% |
| 1Y | -40.0% | +20.4% | -60.5% | -45.9% |
| All | +227.8% | +243.2% | -15.4% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling