+21.2%
VZ vs SAN
+298.8%
-277.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +2.4% | +10.8% | -8.4% | +1.5% |
| 30D | +11.2% | -5.7% | +16.9% | +11.6% |
| 3M | 0.0% | -13.4% | +13.4% | +1.1% |
| 6M | +1.3% | +3.5% | -2.3% | +0.7% |
| YTD | +21.3% | +9.7% | +11.5% | +19.2% |
| 1Y | +23.9% | +20.9% | +3.1% | +20.3% |
| 3Y | +57.7% | +254.3% | -196.6% | +32.1% |
| 5Y | +21.2% | +304.2% | -283.0% | -4.4% |
| All | +21.2% | +298.8% | -277.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling