+96.6%
VZ vs SFM
+132.6%
-36.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.9% | -4.4% | +12.3% | +8.2% |
| 3M | +13.6% | +1.5% | +12.1% | +13.3% |
| 6M | +1.1% | +6.5% | -5.4% | +0.2% |
| YTD | +29.3% | +2.2% | +27.1% | +28.4% |
| 1Y | +21.2% | -41.9% | +63.1% | +25.1% |
| 3Y | +75.9% | +106.8% | -30.9% | +63.5% |
| 5Y | +24.1% | +231.6% | -207.5% | +9.9% |
| 10Y | +62.4% | +258.4% | -196.0% | +39.2% |
| All | +96.6% | +132.6% | -36.0% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling