-33.5%
SGI vs VLTO
+20.4%
-54.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -10.7% | +0.8% | -11.5% | -11.0% |
| 30D | -3.6% | +18.7% | -22.3% | -10.6% |
| 3M | -5.4% | +21.7% | -27.1% | -13.2% |
| 6M | -7.0% | +35.8% | -42.9% | -18.3% |
| YTD | -31.6% | +18.3% | -49.9% | -37.0% |
| 1Y | -33.5% | +20.9% | -54.4% | -39.0% |
| All | -33.5% | +20.4% | -54.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling