+1,474.1%
VTR vs SAN
+907.3%
+566.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -2.4% | +3.3% | -5.7% | -3.5% |
| 30D | -3.7% | +1.1% | -4.8% | -4.1% |
| 3M | +13.5% | +22.2% | -8.7% | +5.6% |
| 6M | +7.2% | +36.0% | -28.8% | -4.4% |
| YTD | +17.6% | +28.2% | -10.7% | +6.1% |
| 1Y | +35.4% | +54.1% | -18.7% | +14.5% |
| 3Y | +132.8% | +354.2% | -221.4% | +31.9% |
| 5Y | +88.7% | +387.3% | -298.6% | +0.2% |
| 10Y | +87.6% | +334.8% | -247.2% | -2.2% |
| All | +1,474.1% | +907.3% | +566.8% | +526.2% |
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