-12.1%
SGI vs VO
+16.3%
-28.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +6.0% | +5.1% |
| 7D | +12.1% | +1.0% | +11.1% | +10.1% |
| 30D | +12.1% | +2.6% | +9.4% | +6.6% |
| 3M | +0.4% | -0.3% | +0.7% | +1.2% |
| 6M | -4.0% | +7.6% | -11.6% | -16.1% |
| YTD | -21.2% | +14.7% | -36.0% | -36.7% |
| 1Y | -12.1% | +16.4% | -28.5% | -29.7% |
| All | -12.1% | +16.3% | -28.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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