+32.9%
VTR vs SAN
+51.4%
-18.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +1.1% | +0.9% | +0.2% | +1.1% |
| 3M | +7.9% | +19.1% | -11.2% | +7.8% |
| 6M | +6.2% | +33.2% | -27.0% | +5.6% |
| YTD | +17.7% | +29.1% | -11.4% | +17.1% |
| 1Y | +32.9% | +50.2% | -17.3% | +32.0% |
| All | +32.9% | +51.4% | -18.5% | +32.0% |
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