+666.7%
VZ vs SAP
+2,233.8%
-1,567.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | +7.9% | +9.0% | -1.1% | +6.5% |
| 3M | +13.6% | +14.9% | -1.3% | +11.0% |
| 6M | +1.1% | +11.9% | -10.8% | -1.2% |
| YTD | +29.3% | -9.9% | +39.2% | +29.9% |
| 1Y | +21.2% | -19.5% | +40.8% | +23.7% |
| 3Y | +75.9% | +61.8% | +14.1% | +59.1% |
| 5Y | +24.1% | +56.2% | -32.1% | +11.5% |
| 10Y | +62.4% | +180.6% | -118.2% | +29.5% |
| All | +666.7% | +2,233.8% | -1,567.1% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling