+1,617.8%
SGI vs VIG
+655.7%
+962.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -10.7% | +3.1% | -13.8% | -14.9% |
| 30D | -3.6% | +5.0% | -8.6% | -10.7% |
| 3M | -5.4% | +2.7% | -8.1% | -9.1% |
| 6M | -7.0% | +11.0% | -18.0% | -20.7% |
| YTD | -31.6% | +16.0% | -47.6% | -45.1% |
| 1Y | -33.5% | +16.3% | -49.8% | -46.8% |
| 3Y | +66.5% | +66.8% | -0.4% | -24.5% |
| 5Y | +42.2% | +64.8% | -22.6% | -32.3% |
| 10Y | +320.9% | +263.6% | +57.3% | -42.1% |
| All | +1,617.8% | +655.7% | +962.1% | -21.6% |
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 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