+71.6%
VZ vs SFM
+140.8%
-69.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | +0.4% |
| 7D | +0.9% | -7.1% | +8.0% | +1.5% |
| 30D | +8.9% | -21.4% | +30.3% | +10.6% |
| 3M | +0.1% | -40.1% | +40.2% | +3.7% |
| 6M | +1.9% | -38.0% | +39.9% | +5.1% |
| YTD | +22.0% | -36.5% | +58.6% | +25.2% |
| 1Y | +22.1% | -35.2% | +57.3% | +25.1% |
| 3Y | +58.7% | +23.5% | +35.2% | +51.4% |
| 5Y | +22.3% | +109.7% | -87.4% | +9.7% |
| 10Y | +71.6% | +132.6% | -60.9% | +46.3% |
| All | +71.6% | +140.8% | -69.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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