+160.2%
VXUS vs SAN
+122.2%
+38.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.0% |
| 7D | -1.8% | +4.9% | -6.7% | -3.5% |
| 30D | -4.6% | -13.0% | +8.4% | +0.1% |
| 3M | -6.1% | -18.9% | +12.8% | +0.8% |
| 6M | -4.9% | -4.1% | -0.7% | -4.1% |
| YTD | +8.1% | +2.6% | +5.5% | +5.6% |
| 1Y | +12.1% | +16.9% | -4.8% | +4.4% |
| 3Y | +63.9% | +239.1% | -175.2% | +1.6% |
| 5Y | +43.1% | +266.8% | -223.7% | -16.8% |
| 10Y | +139.2% | +246.0% | -106.8% | +29.9% |
| All | +160.2% | +122.2% | +38.0% | +53.4% |
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