+24.7%
VZ vs SITM
+4,608.4%
-4,583.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -0.9% |
| 7D | +0.1% | +9.7% | -9.6% | 0.0% |
| 30D | +7.9% | +12.7% | -4.8% | +7.8% |
| 3M | +13.6% | -13.4% | +27.1% | +13.7% |
| 6M | +1.1% | +59.6% | -58.5% | +0.4% |
| YTD | +29.3% | +73.3% | -44.0% | +28.2% |
| 1Y | +21.2% | +165.5% | -144.3% | +19.4% |
| 3Y | +75.9% | +368.7% | -292.8% | +68.7% |
| 5Y | +24.1% | +172.5% | -148.4% | +17.9% |
| All | +24.7% | +4,608.4% | -4,583.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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