+20.2%
VZ vs SAP
+70.5%
-50.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +1.4% | +11.1% | -9.7% | +0.8% |
| 3M | -1.3% | +17.0% | -18.3% | -2.1% |
| 6M | -0.5% | +34.8% | -35.4% | -2.4% |
| YTD | +19.6% | -2.2% | +21.9% | +18.9% |
| 1Y | +22.4% | -6.4% | +28.8% | +22.0% |
| 3Y | +55.9% | +75.1% | -19.3% | +44.3% |
| All | +20.2% | +70.5% | -50.3% | +4.3% |
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