+275.2%
SGI vs VO
+193.0%
+82.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.7% |
| 7D | +0.6% | -0.6% | +1.2% | +1.5% |
| 30D | +5.5% | -1.9% | +7.5% | +8.6% |
| 3M | -3.6% | +3.3% | -6.9% | -7.7% |
| 6M | -15.0% | +9.7% | -24.7% | -24.9% |
| YTD | -23.0% | +12.6% | -35.6% | -34.3% |
| 1Y | -18.4% | +13.6% | -32.1% | -31.4% |
| 3Y | +57.8% | +56.8% | +1.0% | -16.7% |
| 5Y | +51.5% | +42.3% | +9.2% | -5.4% |
| 10Y | +275.2% | +199.2% | +76.0% | -9.6% |
| All | +275.2% | +193.0% | +82.2% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling