-50.0%
VTRS vs SAN
+357.1%
-407.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +3.3% | +0.9% | +2.4% | +2.9% |
| 3M | +2.0% | +19.1% | -17.1% | -5.0% |
| 6M | +19.9% | +33.2% | -13.3% | +6.6% |
| YTD | +35.7% | +29.1% | +6.6% | +21.4% |
| 1Y | +68.1% | +50.2% | +17.9% | +41.5% |
| 3Y | +87.1% | +351.0% | -264.0% | 0.0% |
| 5Y | +47.6% | +394.7% | -347.0% | -26.4% |
| All | -50.0% | +357.1% | -407.0% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling