+66.8%
SGI vs VCLT
+14.9%
+51.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -1.2% |
| 7D | -10.7% | -1.9% | -8.8% | -8.1% |
| 30D | -3.6% | +1.4% | -5.0% | -5.1% |
| 3M | -5.4% | -1.8% | -3.6% | -2.7% |
| 6M | -7.0% | -3.9% | -3.1% | -1.0% |
| YTD | -31.6% | -3.9% | -27.7% | -27.0% |
| 1Y | -33.5% | -4.7% | -28.8% | -28.4% |
| All | +66.8% | +14.9% | +51.9% | +45.4% |
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