+81.9%
VZ vs SFM
+40.3%
+41.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -1.3% | -43.7% | +42.4% | +2.5% |
| 6M | -0.5% | -37.3% | +36.7% | +2.2% |
| YTD | +19.6% | -38.4% | +58.0% | +22.8% |
| 1Y | +22.4% | -36.9% | +59.3% | +25.4% |
| 3Y | +55.9% | +20.7% | +35.2% | +50.2% |
| 5Y | +20.4% | +103.5% | -83.1% | +10.1% |
| 10Y | +66.9% | +139.7% | -72.9% | +47.2% |
| All | +81.9% | +40.3% | +41.6% | +65.4% |
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