+362.9%
VZ vs SRE
+1,525.5%
-1,162.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +7.9% | -0.7% | +8.6% | +8.0% |
| 3M | +13.6% | -6.3% | +20.0% | +16.0% |
| 6M | +1.1% | -10.7% | +11.7% | +4.7% |
| YTD | +29.3% | -3.5% | +32.8% | +30.2% |
| 1Y | +21.2% | +5.3% | +15.9% | +18.3% |
| 3Y | +75.9% | +31.8% | +44.1% | +54.8% |
| 5Y | +24.1% | +47.4% | -23.3% | +4.0% |
| 10Y | +62.4% | +120.6% | -58.2% | +11.9% |
| All | +362.9% | +1,525.5% | -1,162.6% | +60.9% |
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