+1,595.6%
SGI vs VO
+822.0%
+773.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.2% | -5.2% |
| 7D | -3.9% | -0.2% | -3.7% | -3.7% |
| 30D | +0.9% | +0.5% | +0.5% | +0.3% |
| 3M | -2.9% | -1.1% | -1.8% | -1.2% |
| 6M | -9.0% | +6.4% | -15.3% | -16.0% |
| YTD | -29.2% | +13.5% | -42.7% | -39.8% |
| 1Y | -32.3% | +13.6% | -45.8% | -42.4% |
| 3Y | +72.4% | +65.2% | +7.2% | -12.8% |
| 5Y | +50.6% | +37.7% | +12.9% | +1.2% |
| 10Y | +335.2% | +198.4% | +136.9% | +9.2% |
| All | +1,595.6% | +822.0% | +773.6% | +31.6% |
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 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