+65.5%
VZ vs SGI
+390.8%
-325.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | -0.6% |
| 7D | +2.1% | +1.0% | +1.2% | +2.1% |
| 30D | +1.4% | +3.9% | -2.5% | +1.1% |
| 3M | -1.3% | -0.8% | -0.4% | -1.3% |
| 6M | -0.5% | -18.0% | +17.4% | +0.4% |
| YTD | +19.6% | -27.6% | +47.3% | +21.4% |
| 1Y | +22.4% | -27.2% | +49.6% | +24.1% |
| 3Y | +55.9% | +76.0% | -20.1% | +48.2% |
| 5Y | +20.4% | +50.0% | -29.6% | +14.2% |
| All | +65.5% | +390.8% | -325.2% | +49.7% |
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