+50.4%
SGI vs VLTO
+55.4%
-4.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | -5.4% | +21.7% | -27.1% | -13.6% |
| 6M | -7.0% | +35.8% | -42.9% | -19.3% |
| YTD | -31.6% | +18.3% | -49.9% | -36.9% |
| 1Y | -33.5% | +20.9% | -54.4% | -39.5% |
| 3Y | +66.5% | +68.8% | -2.4% | +36.1% |
| All | +50.4% | +55.4% | -4.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling