+65.5%
VZ vs SAP
+228.4%
-162.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +10.6% | +10.5% | 0.0% | +9.4% |
| 3M | -0.6% | +15.2% | -15.8% | -2.2% |
| 6M | +0.7% | +36.7% | -35.9% | -3.0% |
| YTD | +20.6% | -0.6% | +21.2% | +19.8% |
| 1Y | +22.7% | -4.1% | +26.9% | +22.4% |
| 3Y | +57.2% | +73.2% | -16.0% | +41.9% |
| 5Y | +21.4% | +74.1% | -52.7% | +8.3% |
| 10Y | +65.5% | +222.9% | -157.4% | +19.6% |
| All | +65.5% | +228.4% | -162.9% | +19.6% |
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