+1,787.0%
SGI vs VO
+827.2%
+959.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.8% |
| 7D | +8.5% | -0.3% | +8.8% | +9.0% |
| 30D | +0.7% | -0.3% | +1.0% | +1.2% |
| 3M | +0.6% | +2.9% | -2.3% | -3.1% |
| 6M | -17.9% | +9.3% | -27.3% | -26.7% |
| YTD | -21.2% | +14.2% | -35.4% | -33.6% |
| 1Y | -18.9% | +15.3% | -34.1% | -32.7% |
| 3Y | +52.6% | +56.2% | -3.6% | -16.6% |
| 5Y | +60.7% | +42.4% | +18.3% | +2.7% |
| 10Y | +278.1% | +194.7% | +83.4% | -3.9% |
| All | +1,787.0% | +827.2% | +959.8% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling