+53.3%
SGI vs VCLT
+12.6%
+40.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | -3.6% | -2.9% | -0.7% | +0.1% |
| 6M | -15.0% | -4.0% | -11.1% | -10.5% |
| YTD | -23.0% | -2.2% | -20.8% | -20.3% |
| 1Y | -18.4% | -2.6% | -15.8% | -15.2% |
| All | +53.3% | +12.6% | +40.7% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling