+325.3%
VWO vs SAN
+278.8%
+46.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | +0.2% | -0.5% | +0.6% | +0.4% |
| 30D | +0.9% | -0.1% | +1.0% | +0.8% |
| 3M | +4.3% | +19.6% | -15.4% | -4.2% |
| 6M | +10.5% | +32.7% | -22.1% | -3.4% |
| YTD | +13.4% | +26.7% | -13.3% | +0.4% |
| 1Y | +18.6% | +51.6% | -33.1% | -3.5% |
| 3Y | +65.8% | +348.7% | -282.9% | -20.8% |
| 5Y | +35.2% | +378.7% | -343.5% | -40.9% |
| 10Y | +116.6% | +336.9% | -220.3% | -13.3% |
| All | +325.3% | +278.8% | +46.5% | +22.6% |
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 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