+420.5%
VUG vs SAN
+329.5%
+90.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | +2.8% | +19.6% | -16.8% | -2.7% |
| 6M | +13.6% | +32.7% | -19.1% | +4.0% |
| YTD | +8.1% | +26.7% | -18.6% | -0.2% |
| 1Y | +13.1% | +51.6% | -38.6% | -1.1% |
| 3Y | +87.0% | +348.7% | -261.8% | +16.5% |
| 5Y | +76.0% | +378.7% | -302.8% | +4.2% |
| 10Y | +420.5% | +336.9% | +83.5% | +204.3% |
| All | +420.5% | +329.5% | +90.9% | +204.3% |
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