+328.4%
VZ vs SRE
+1,424.7%
-1,096.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.2% |
| 7D | +2.1% | -9.2% | +11.3% | +5.4% |
| 30D | +1.4% | -1.9% | +3.3% | +1.9% |
| 3M | -1.3% | -6.5% | +5.3% | +0.7% |
| 6M | -0.5% | -15.2% | +14.7% | +4.7% |
| YTD | +19.6% | -9.5% | +29.1% | +22.9% |
| 1Y | +22.4% | -13.2% | +35.6% | +27.4% |
| 3Y | +55.9% | +19.5% | +36.4% | +41.7% |
| 5Y | +20.4% | +43.6% | -23.2% | +1.7% |
| 10Y | +66.9% | +109.9% | -43.0% | +16.8% |
| All | +328.4% | +1,424.7% | -1,096.3% | +51.9% |
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