+1,216.9%
VST vs SAN
+365.4%
+851.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +8.9% | +1.8% | +7.1% | +8.3% |
| 30D | +6.2% | +2.0% | +4.2% | +5.5% |
| 3M | -2.7% | +19.7% | -22.5% | -8.4% |
| 6M | -8.4% | +30.6% | -39.0% | -16.4% |
| YTD | -7.2% | +28.8% | -36.1% | -15.4% |
| 1Y | -20.9% | +57.8% | -78.7% | -32.5% |
| 3Y | +384.0% | +338.1% | +45.9% | +197.2% |
| 5Y | +757.1% | +384.2% | +372.9% | +391.2% |
| All | +1,216.9% | +365.4% | +851.5% | +586.6% |
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