+58.8%
SGI vs VSXY
+93.0%
-34.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.1% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | -2.1% | +20.1% | -22.2% | -6.0% |
| 3M | -8.2% | +16.6% | -24.8% | -11.9% |
| 6M | -4.6% | +134.9% | -139.5% | -25.0% |
| YTD | -31.5% | +96.0% | -127.4% | -44.0% |
| 1Y | -30.8% | +203.8% | -234.6% | -49.5% |
| 3Y | +67.2% | +465.3% | -398.1% | -7.8% |
| 5Y | +42.5% | +106.3% | -63.8% | +1.2% |
| All | +58.8% | +93.0% | -34.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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