+21.8%
VZ vs SAP
+79.5%
-57.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.5% | +0.6% | +0.8% | +1.4% |
| 30D | +4.4% | +6.5% | -2.2% | +4.0% |
| 3M | -2.4% | +12.2% | -14.6% | -3.0% |
| 6M | +1.4% | +46.1% | -44.6% | -0.8% |
| YTD | +21.4% | -1.6% | +23.0% | +20.6% |
| 1Y | +20.3% | -5.1% | +25.4% | +19.8% |
| 3Y | +57.4% | +68.4% | -11.0% | +46.5% |
| All | +21.8% | +79.5% | -57.7% | +6.1% |
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