+60.8%
SGI vs VIG
+57.1%
+3.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.8% |
| 7D | +9.3% | -0.4% | +9.7% | +10.0% |
| 30D | +6.9% | -2.1% | +9.0% | +10.6% |
| 3M | +2.8% | +3.3% | -0.5% | -1.9% |
| 6M | -12.6% | +9.3% | -21.9% | -22.9% |
| YTD | -21.5% | +10.1% | -31.7% | -31.4% |
| 1Y | -18.8% | +14.7% | -33.5% | -33.0% |
| 3Y | +60.8% | +56.9% | +3.9% | -17.6% |
| All | +60.8% | +57.1% | +3.8% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling