+1,879.9%
SGI vs VIG
+623.5%
+1,256.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | +8.5% | -0.4% | +9.0% | +9.3% |
| 30D | +0.7% | -1.0% | +1.6% | +2.3% |
| 3M | +0.6% | +2.8% | -2.2% | -3.2% |
| 6M | -17.9% | +8.2% | -26.1% | -26.7% |
| YTD | -21.2% | +11.0% | -32.2% | -32.3% |
| 1Y | -18.9% | +16.1% | -35.0% | -35.2% |
| 3Y | +52.6% | +56.2% | -3.5% | -23.3% |
| 5Y | +60.7% | +63.0% | -2.3% | -22.4% |
| 10Y | +278.1% | +241.4% | +36.7% | -42.5% |
| All | +1,879.9% | +623.5% | +1,256.4% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling