+72.6%
VZ vs SBAC
+114.8%
-42.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +1.5% | +0.6% | +0.8% | +1.3% |
| 30D | +4.4% | +5.5% | -1.1% | +3.1% |
| 3M | -2.4% | +3.1% | -5.4% | -3.3% |
| 6M | +1.4% | -7.0% | +8.4% | +2.5% |
| YTD | +21.4% | +0.5% | +20.9% | +19.6% |
| 1Y | +20.3% | +0.2% | +20.0% | +18.6% |
| 3Y | +57.4% | -7.4% | +64.7% | +56.8% |
| 5Y | +21.9% | -39.7% | +61.6% | +31.9% |
| All | +72.6% | +114.8% | -42.2% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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