+379.7%
VZ vs SGI
+2,021.1%
-1,641.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +5.6% | +5.3% | +0.3% | +5.1% |
| 30D | +1.9% | +8.2% | -6.3% | +1.1% |
| 3M | +0.8% | -2.2% | +3.0% | +0.9% |
| 6M | +0.6% | -8.4% | +9.0% | +1.1% |
| YTD | +20.8% | -23.4% | +44.2% | +22.9% |
| 1Y | +23.9% | -14.0% | +37.9% | +24.6% |
| 3Y | +55.7% | +78.8% | -23.1% | +44.4% |
| 5Y | +21.5% | +58.6% | -37.1% | +11.9% |
| 10Y | +68.5% | +427.8% | -359.4% | +28.5% |
| All | +379.7% | +2,021.1% | -1,641.3% | +145.6% |
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 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