+243.3%
VZ vs SBAC
+2,208.1%
-1,964.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +7.9% | +6.9% | +1.0% | +7.2% |
| 3M | +13.6% | -8.2% | +21.9% | +14.5% |
| 6M | +1.1% | -1.6% | +2.7% | +0.9% |
| YTD | +29.3% | -0.1% | +29.4% | +28.8% |
| 1Y | +21.2% | -0.5% | +21.7% | +20.8% |
| 3Y | +75.9% | -9.1% | +85.0% | +76.1% |
| 5Y | +24.1% | -43.8% | +67.9% | +28.9% |
| 10Y | +62.4% | +80.5% | -18.1% | +52.3% |
| All | +243.3% | +2,208.1% | -1,964.9% | +148.6% |
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