+1,155.8%
VUG vs SAN
+254.7%
+901.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.6% |
| 7D | -3.4% | +4.9% | -8.3% | -4.9% |
| 30D | -11.1% | -13.0% | +1.9% | -7.3% |
| 3M | -7.2% | -18.9% | +11.6% | -1.3% |
| 6M | -4.1% | -4.1% | 0.0% | -3.5% |
| YTD | +1.4% | +2.6% | -1.2% | -0.8% |
| 1Y | +1.9% | +16.9% | -15.0% | -4.5% |
| 3Y | +77.7% | +239.1% | -161.3% | +16.2% |
| 5Y | +57.6% | +266.8% | -209.2% | -2.4% |
| 10Y | +398.6% | +246.0% | +152.5% | +189.7% |
| All | +1,155.8% | +254.7% | +901.1% | +481.3% |
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 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