+60.8%
SGI vs VO
+57.7%
+3.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | +0.4% |
| 7D | +9.3% | +0.6% | +8.7% | +8.3% |
| 30D | +6.9% | -1.1% | +7.9% | +8.6% |
| 3M | +2.8% | +4.5% | -1.7% | -3.2% |
| 6M | -12.6% | +11.1% | -23.7% | -23.8% |
| YTD | -21.5% | +13.5% | -35.1% | -33.3% |
| 1Y | -18.8% | +14.5% | -33.2% | -31.8% |
| 3Y | +60.8% | +58.1% | +2.7% | -11.5% |
| All | +60.8% | +57.7% | +3.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling