+918.2%
VZ vs SAN
+1,705.1%
-786.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +5.6% | +3.5% | +2.2% | +4.9% |
| 30D | +1.9% | -13.2% | +15.1% | +4.5% |
| 3M | +0.8% | -16.9% | +17.7% | +4.1% |
| 6M | +0.6% | +2.3% | -1.7% | -0.4% |
| YTD | +20.8% | +4.9% | +15.8% | +17.9% |
| 1Y | +23.9% | +20.4% | +3.5% | +17.7% |
| 3Y | +55.7% | +243.2% | -187.5% | +18.5% |
| 5Y | +21.5% | +275.3% | -253.7% | -11.3% |
| 10Y | +68.5% | +254.0% | -185.5% | +17.1% |
| All | +918.2% | +1,705.1% | -786.9% | +351.8% |
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