+304.8%
SGI vs VCLT
+21.5%
+283.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -5.3% | -2.3% | -3.1% | -3.1% |
| 30D | -2.1% | +0.8% | -2.8% | -2.5% |
| 3M | -8.2% | -2.7% | -5.5% | -5.5% |
| 6M | -4.6% | -4.3% | -0.3% | +0.3% |
| YTD | -31.5% | -4.3% | -27.1% | -27.8% |
| 1Y | -30.8% | -4.4% | -26.5% | -27.1% |
| 3Y | +67.2% | +13.8% | +53.4% | +51.6% |
| 5Y | +42.5% | -17.0% | +59.5% | +69.6% |
| All | +304.8% | +21.5% | +283.2% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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