+897.3%
VST vs SAN
+279.0%
+618.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.0% |
| 7D | -19.9% | +3.5% | -23.4% | -21.2% |
| 30D | -29.7% | -13.2% | -16.5% | -26.5% |
| 3M | -19.6% | -16.9% | -2.6% | -14.8% |
| 6M | -29.4% | +2.3% | -31.7% | -30.2% |
| YTD | -29.7% | +4.9% | -34.7% | -31.6% |
| 1Y | -40.0% | +20.4% | -60.5% | -44.3% |
| 3Y | +231.0% | +243.2% | -12.2% | +119.7% |
| 5Y | +500.1% | +275.3% | +224.8% | +273.9% |
| 10Y | +1,004.2% | +254.0% | +750.2% | +523.6% |
| All | +897.3% | +279.0% | +618.3% | +454.6% |
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 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