+65.5%
VZ vs SAN
+267.2%
-201.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | 0.0% |
| 7D | +2.2% | +8.7% | -6.5% | +1.1% |
| 30D | +10.6% | -6.5% | +17.1% | +11.4% |
| 3M | -0.6% | -14.2% | +13.6% | +1.1% |
| 6M | +0.7% | +2.7% | -2.0% | 0.0% |
| YTD | +20.6% | +8.9% | +11.7% | +18.0% |
| 1Y | +22.7% | +23.4% | -0.7% | +17.9% |
| 3Y | +57.2% | +257.9% | -200.7% | +27.4% |
| 5Y | +21.4% | +297.8% | -276.4% | -5.2% |
| 10Y | +65.5% | +259.6% | -194.1% | +29.3% |
| All | +65.5% | +267.2% | -201.8% | +29.3% |
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