-23.0%
SGI vs VLTO
+17.7%
-40.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +5.3% | +12.0% | -6.7% | +0.2% |
| 30D | +8.2% | +20.8% | -12.7% | -0.4% |
| 3M | -2.2% | +20.1% | -22.3% | -9.8% |
| 6M | -8.4% | +32.6% | -41.0% | -18.7% |
| YTD | -23.4% | +17.3% | -40.7% | -29.2% |
| All | -23.0% | +17.7% | -40.8% | -28.9% |
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