+1,621.8%
SGI vs VIG
+655.8%
+966.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +3.5% | -8.8% | -10.4% |
| 30D | -2.1% | +4.9% | -7.0% | -9.2% |
| 3M | -8.2% | +2.5% | -10.7% | -11.5% |
| 6M | -4.6% | +11.0% | -15.6% | -18.6% |
| YTD | -31.5% | +16.0% | -47.4% | -45.0% |
| 1Y | -30.8% | +17.5% | -48.4% | -45.6% |
| 3Y | +67.2% | +67.0% | +0.2% | -24.3% |
| 5Y | +42.5% | +64.8% | -22.3% | -32.1% |
| 10Y | +321.9% | +263.6% | +58.3% | -42.0% |
| All | +1,621.8% | +655.8% | +966.0% | -21.4% |
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