+51.5%
SGI vs VIG
+62.2%
-10.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +2.5% |
| 30D | +5.5% | -2.8% | +8.4% | +10.5% |
| 3M | -3.6% | +2.5% | -6.1% | -6.9% |
| 6M | -15.0% | +8.1% | -23.1% | -24.0% |
| YTD | -23.0% | +9.6% | -32.6% | -32.4% |
| 1Y | -18.4% | +14.2% | -32.6% | -32.8% |
| 3Y | +57.8% | +56.1% | +1.7% | -20.5% |
| 5Y | +51.5% | +62.8% | -11.4% | -25.4% |
| All | +51.5% | +62.2% | -10.8% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling