+21.8%
VZ vs SFM
+116.0%
-94.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | +1.5% | +6.0% | -4.6% | +1.1% |
| 30D | +4.4% | -19.5% | +23.8% | +5.5% |
| 3M | -2.4% | -37.0% | +34.7% | +0.3% |
| 6M | +1.4% | -41.0% | +42.4% | +4.5% |
| YTD | +21.4% | -34.6% | +56.0% | +23.9% |
| 1Y | +20.3% | -36.3% | +56.5% | +22.9% |
| 3Y | +57.4% | +24.5% | +32.8% | +51.3% |
| All | +21.8% | +116.0% | -94.2% | +8.0% |
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