+23.3%
VZ vs SGI
-26.9%
+50.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | +2.2% | -0.2% | +2.5% | +2.2% |
| 30D | +10.6% | +6.6% | +4.0% | +10.4% |
| 3M | -0.6% | +1.8% | -2.4% | -0.7% |
| 6M | +0.7% | -3.9% | +4.6% | +0.5% |
| YTD | +20.6% | -25.2% | +45.9% | +18.0% |
| All | +23.3% | -26.9% | +50.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling