+113.0%
VWO vs SAN
+357.1%
-244.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | 0.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -0.1% | +0.9% | -1.0% | -0.5% |
| 3M | +2.2% | +19.1% | -16.9% | -3.5% |
| 6M | +8.8% | +33.2% | -24.4% | -1.1% |
| YTD | +12.4% | +29.1% | -16.7% | +2.8% |
| 1Y | +15.6% | +50.2% | -34.7% | +0.6% |
| 3Y | +62.5% | +351.0% | -288.5% | -2.1% |
| 5Y | +34.3% | +394.7% | -360.4% | -24.2% |
| All | +113.0% | +357.1% | -244.1% | +15.5% |
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