+86.1%
SGI vs VLTO
+68.7%
+17.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +5.3% | +12.0% | -6.7% | -0.5% |
| 30D | +8.2% | +20.8% | -12.7% | -1.5% |
| 3M | -2.2% | +20.1% | -22.3% | -10.7% |
| 6M | -8.4% | +32.6% | -41.0% | -20.6% |
| YTD | -23.4% | +17.3% | -40.7% | -29.5% |
| 1Y | -14.0% | +17.3% | -31.3% | -21.0% |
| All | +86.1% | +68.7% | +17.4% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling