+65.5%
VZ vs SRE
+110.3%
-44.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +2.2% | -8.4% | +10.6% | +4.7% |
| 30D | +10.6% | -3.2% | +13.7% | +11.5% |
| 3M | -0.6% | -5.3% | +4.7% | +0.6% |
| 6M | +0.7% | -12.6% | +13.3% | +4.2% |
| YTD | +20.6% | -8.8% | +29.4% | +23.1% |
| 1Y | +22.7% | -13.4% | +36.1% | +27.0% |
| 3Y | +57.2% | +24.4% | +32.8% | +42.9% |
| 5Y | +21.4% | +47.3% | -25.9% | +4.4% |
| 10Y | +65.5% | +116.7% | -51.2% | +22.4% |
| All | +65.5% | +110.3% | -44.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling