+61.4%
VWO vs SAN
+342.3%
-280.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.7% | -2.8% | +1.1% | -0.9% |
| 30D | -0.3% | -0.5% | +0.2% | -0.2% |
| 3M | +4.0% | +22.7% | -18.8% | -2.4% |
| 6M | +8.1% | +28.8% | -20.7% | -0.1% |
| YTD | +11.6% | +26.3% | -14.6% | +3.3% |
| 1Y | +16.2% | +48.8% | -32.6% | +2.7% |
| All | +61.4% | +342.3% | -280.9% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling