+72.6%
VZ vs SAN
+270.1%
-197.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.5% | +4.0% | -2.5% | +0.9% |
| 30D | +4.4% | -7.8% | +12.2% | +5.3% |
| 3M | -2.4% | -16.4% | +14.0% | -0.3% |
| 6M | +1.4% | +3.5% | -2.1% | +0.6% |
| YTD | +21.4% | +6.7% | +14.7% | +19.1% |
| 1Y | +20.3% | +14.5% | +5.8% | +16.7% |
| 3Y | +57.4% | +243.5% | -186.1% | +28.1% |
| 5Y | +21.9% | +296.2% | -274.3% | -4.9% |
| All | +72.6% | +270.1% | -197.5% | +35.5% |
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