+83.6%
VZ vs SFM
+47.4%
+36.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.3% |
| 7D | +5.6% | +7.5% | -1.9% | +5.0% |
| 30D | +1.9% | -20.8% | +22.7% | +3.3% |
| 3M | +0.8% | -39.4% | +40.2% | +4.1% |
| 6M | +0.6% | -34.5% | +35.1% | +3.1% |
| YTD | +20.8% | -35.2% | +56.0% | +23.5% |
| 1Y | +23.9% | -35.3% | +59.2% | +26.7% |
| 3Y | +55.7% | +23.9% | +31.8% | +49.7% |
| 5Y | +21.5% | +113.8% | -92.3% | +10.8% |
| 10Y | +68.5% | +152.0% | -83.5% | +48.1% |
| All | +83.6% | +47.4% | +36.2% | +66.4% |
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