+20.2%
VZ vs SFM
+105.4%
-85.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.6% |
| 7D | +2.1% | -1.2% | +3.4% | +2.2% |
| 30D | +1.4% | -24.8% | +26.1% | +3.0% |
| 3M | -1.3% | -43.7% | +42.4% | +2.2% |
| 6M | -0.5% | -37.3% | +36.7% | +2.0% |
| YTD | +19.6% | -38.4% | +58.0% | +22.5% |
| 1Y | +22.4% | -36.9% | +59.3% | +25.1% |
| 3Y | +55.9% | +20.7% | +35.2% | +50.2% |
| All | +20.2% | +105.4% | -85.2% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling