+183.8%
VXUS vs SAN
+179.1%
+4.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.0% | +1.8% | -0.8% | +0.4% |
| 30D | +2.2% | +2.0% | +0.2% | +1.4% |
| 3M | +3.0% | +19.7% | -16.8% | -3.7% |
| 6M | +10.7% | +30.6% | -20.0% | 0.0% |
| YTD | +17.8% | +28.8% | -11.0% | +6.5% |
| 1Y | +27.6% | +57.8% | -30.2% | +6.9% |
| 3Y | +73.3% | +338.1% | -264.8% | -1.9% |
| 5Y | +54.3% | +384.2% | -329.9% | -18.8% |
| 10Y | +149.8% | +353.1% | -203.3% | +23.1% |
| All | +183.8% | +179.1% | +4.7% | +54.7% |
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