+65.5%
VZ vs SFM
+146.8%
-81.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +2.2% | -10.2% | +12.5% | +3.1% |
| 30D | +10.6% | -23.9% | +34.5% | +12.5% |
| 3M | -0.6% | -42.3% | +41.6% | +3.3% |
| 6M | +0.7% | -40.1% | +40.9% | +4.2% |
| YTD | +20.6% | -37.8% | +58.4% | +24.0% |
| 1Y | +22.7% | -37.1% | +59.8% | +26.0% |
| 3Y | +57.2% | +21.5% | +35.7% | +50.3% |
| 5Y | +21.4% | +103.8% | -82.4% | +9.3% |
| 10Y | +65.5% | +142.0% | -76.5% | +41.9% |
| All | +65.5% | +146.8% | -81.3% | +41.9% |
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