+220.6%
VZ vs SBAC
+2,252.5%
-2,031.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +5.6% | +4.4% | +1.2% | +5.2% |
| 30D | +1.9% | +13.8% | -11.9% | +0.6% |
| 3M | +0.8% | +9.0% | -8.2% | -0.1% |
| 6M | +0.6% | -10.0% | +10.6% | +1.3% |
| YTD | +20.8% | +1.8% | +19.0% | +19.9% |
| 1Y | +23.9% | +1.1% | +22.8% | +23.1% |
| 3Y | +55.7% | -9.5% | +65.2% | +55.8% |
| 5Y | +21.5% | -39.0% | +60.5% | +25.3% |
| 10Y | +68.5% | +101.1% | -32.7% | +56.4% |
| All | +220.6% | +2,252.5% | -2,031.9% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling