+42.2%
SGI vs VCLT
-17.0%
+59.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -1.7% |
| 7D | -10.7% | -1.9% | -8.8% | -8.9% |
| 30D | -3.6% | +1.4% | -5.0% | -4.6% |
| 3M | -5.4% | -1.8% | -3.6% | -3.5% |
| 6M | -7.0% | -3.9% | -3.1% | -2.8% |
| YTD | -31.6% | -3.9% | -27.7% | -28.3% |
| 1Y | -33.5% | -4.7% | -28.8% | -29.9% |
| 3Y | +66.5% | +14.1% | +52.4% | +53.7% |
| 5Y | +42.2% | -16.6% | +58.8% | +36.1% |
| All | +42.2% | -17.0% | +59.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling