+59.9%
VZ vs SGI
+267.9%
-208.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.1% | +8.5% | -8.5% | -0.4% |
| 30D | +7.9% | +0.7% | +7.2% | +7.8% |
| 3M | +13.6% | +0.6% | +13.0% | +13.5% |
| 6M | +1.1% | -17.9% | +19.0% | +2.0% |
| YTD | +29.3% | -21.2% | +50.5% | +30.6% |
| 1Y | +21.2% | -18.9% | +40.1% | +22.1% |
| 3Y | +75.9% | +52.6% | +23.3% | +68.7% |
| 5Y | +24.1% | +60.7% | -36.6% | +17.2% |
| All | +59.9% | +267.9% | -208.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling