+336.9%
VZ vs SRE
+1,425.7%
-1,088.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.9% | -5.6% | +6.6% | +2.9% |
| 30D | +8.9% | -4.5% | +13.4% | +10.6% |
| 3M | +0.1% | -7.7% | +7.8% | +2.5% |
| 6M | +1.9% | -14.4% | +16.3% | +6.9% |
| YTD | +22.0% | -9.4% | +31.4% | +25.3% |
| 1Y | +22.1% | -13.8% | +36.0% | +27.5% |
| 3Y | +58.7% | +22.2% | +36.5% | +43.1% |
| 5Y | +22.3% | +50.5% | -28.1% | +1.6% |
| 10Y | +71.6% | +124.1% | -52.5% | +17.3% |
| All | +336.9% | +1,425.7% | -1,088.7% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling