+146.4%
VXUS vs SAN
+338.5%
-192.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.6% | +3.3% | -1.8% | +0.4% |
| 30D | +1.0% | +1.1% | -0.1% | +0.6% |
| 3M | +5.7% | +22.2% | -16.5% | -1.6% |
| 6M | +13.6% | +36.0% | -22.4% | +1.8% |
| YTD | +17.4% | +28.2% | -10.8% | +6.8% |
| 1Y | +25.1% | +54.1% | -29.1% | +6.7% |
| 3Y | +75.8% | +354.2% | -278.4% | +1.8% |
| 5Y | +55.4% | +387.3% | -331.9% | -15.3% |
| 10Y | +146.4% | +334.8% | -188.4% | +29.5% |
| All | +146.4% | +338.5% | -192.1% | +29.5% |
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