+21.2%
VZ vs SAP
+72.8%
-51.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | +2.4% | +1.5% | +0.9% | +2.3% |
| 30D | +11.2% | +8.8% | +2.4% | +10.7% |
| 3M | 0.0% | +12.1% | -12.1% | -0.6% |
| 6M | +1.3% | +34.6% | -33.3% | -0.6% |
| YTD | +21.3% | -2.1% | +23.4% | +20.5% |
| 1Y | +23.9% | -5.5% | +29.5% | +23.5% |
| 3Y | +57.7% | +67.4% | -9.8% | +46.9% |
| 5Y | +21.2% | +74.6% | -53.4% | +5.5% |
| All | +21.2% | +72.8% | -51.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling