+413.6%
VZ vs SGI
+2,083.6%
-1,670.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.1% | +8.5% | -8.5% | -0.7% |
| 30D | +7.9% | +0.7% | +7.2% | +7.8% |
| 3M | +13.6% | +0.6% | +13.0% | +13.4% |
| 6M | +1.1% | -17.9% | +19.0% | +2.5% |
| YTD | +29.3% | -21.2% | +50.5% | +31.3% |
| 1Y | +21.2% | -18.9% | +40.1% | +22.6% |
| 3Y | +75.9% | +52.6% | +23.3% | +65.6% |
| 5Y | +24.1% | +60.7% | -36.6% | +14.1% |
| 10Y | +62.4% | +278.1% | -215.7% | +28.3% |
| All | +413.6% | +2,083.6% | -1,670.0% | +162.4% |
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