+58.2%
VZ vs SGI
+72.0%
-13.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.9% | -10.5% | +11.4% | +1.3% |
| 30D | +8.9% | +0.1% | +8.8% | +8.9% |
| 3M | +0.1% | -4.0% | +4.1% | +0.2% |
| 6M | +1.9% | -5.6% | +7.5% | +2.0% |
| YTD | +22.0% | -29.5% | +51.5% | +22.4% |
| 1Y | +22.1% | -31.5% | +53.6% | +22.6% |
| All | +58.2% | +72.0% | -13.8% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling