+71.6%
VZ vs SAP
+231.4%
-159.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +0.9% | -2.5% | +3.4% | +1.2% |
| 30D | +8.9% | +7.5% | +1.5% | +8.1% |
| 3M | +0.1% | +11.6% | -11.5% | -1.1% |
| 6M | +1.9% | +37.6% | -35.7% | -1.9% |
| YTD | +22.0% | -2.0% | +24.0% | +21.3% |
| 1Y | +22.1% | -6.4% | +28.5% | +22.1% |
| 3Y | +58.7% | +67.7% | -9.0% | +43.9% |
| 5Y | +22.3% | +75.7% | -53.4% | +8.9% |
| 10Y | +71.6% | +229.3% | -157.7% | +24.2% |
| All | +71.6% | +231.4% | -159.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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