+381.7%
VZ vs SGI
+1,862.0%
-1,480.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.0% |
| 7D | +2.4% | -3.9% | +6.3% | +2.7% |
| 30D | +11.2% | +0.9% | +10.2% | +11.0% |
| 3M | 0.0% | -2.9% | +2.9% | +0.1% |
| 6M | +1.3% | -9.0% | +10.2% | +1.8% |
| YTD | +21.3% | -29.2% | +50.4% | +24.3% |
| 1Y | +23.9% | -32.3% | +56.2% | +27.5% |
| 3Y | +57.7% | +72.4% | -14.7% | +46.7% |
| 5Y | +21.2% | +50.6% | -29.4% | +12.1% |
| 10Y | +70.6% | +335.2% | -264.7% | +32.8% |
| All | +381.7% | +1,862.0% | -1,480.3% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling