+1,095.3%
SGI vs VCLT
+99.5%
+995.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.3% |
| 7D | -10.7% | -1.9% | -8.8% | -9.7% |
| 30D | -3.6% | +1.4% | -5.0% | -4.2% |
| 3M | -5.4% | -1.8% | -3.6% | -4.3% |
| 6M | -7.0% | -3.9% | -3.1% | -4.6% |
| YTD | -31.6% | -3.9% | -27.7% | -29.7% |
| 1Y | -33.5% | -4.7% | -28.8% | -31.4% |
| 3Y | +66.5% | +14.1% | +52.4% | +59.1% |
| 5Y | +42.2% | -16.6% | +58.8% | +50.3% |
| 10Y | +320.9% | +21.4% | +299.5% | +370.7% |
| All | +1,095.3% | +99.5% | +995.9% | +1,800.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling