+72.6%
VZ vs SFM
+140.2%
-67.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | +1.5% | +6.0% | -4.6% | +1.0% |
| 30D | +4.4% | -19.5% | +23.8% | +5.8% |
| 3M | -2.4% | -37.0% | +34.7% | +0.8% |
| 6M | +1.4% | -41.0% | +42.4% | +5.0% |
| YTD | +21.4% | -34.6% | +56.0% | +24.3% |
| 1Y | +20.3% | -36.3% | +56.5% | +23.4% |
| 3Y | +57.4% | +24.5% | +32.8% | +50.1% |
| 5Y | +21.9% | +115.9% | -93.9% | +9.1% |
| All | +72.6% | +140.2% | -67.5% | +48.1% |
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