+21.7%
VZ vs SRE
-12.8%
+34.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | +6.9% | -4.1% | +11.1% | +7.6% |
| 3M | +0.6% | -7.3% | +7.9% | +2.0% |
| 6M | +0.3% | -14.1% | +14.4% | +3.6% |
| YTD | +21.9% | -8.5% | +30.4% | +24.9% |
| 1Y | +21.7% | -12.0% | +33.7% | +25.1% |
| All | +21.7% | -12.8% | +34.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling