+262.8%
SGI vs VIG
+250.0%
+12.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.1% |
| 7D | -4.5% | -1.1% | -3.4% | -2.9% |
| 30D | +4.2% | -2.7% | +6.9% | +8.7% |
| 3M | -7.4% | +2.5% | -10.0% | -10.6% |
| 6M | -15.1% | +9.2% | -24.3% | -24.6% |
| YTD | -24.7% | +9.8% | -34.5% | -33.5% |
| 1Y | -21.8% | +12.4% | -34.1% | -33.2% |
| 3Y | +50.0% | +55.9% | -5.8% | -20.0% |
| 5Y | +48.9% | +63.9% | -15.0% | -23.9% |
| All | +262.8% | +250.0% | +12.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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