+81.8%
SGI vs VSXY
+42.7%
+39.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.3% |
| 7D | +9.3% | -6.8% | +16.1% | +10.6% |
| 30D | +6.9% | -20.4% | +27.2% | +11.8% |
| 3M | +2.8% | +2.9% | -0.1% | +1.1% |
| 6M | -12.6% | +67.9% | -80.5% | -25.7% |
| YTD | -21.5% | +44.9% | -66.4% | -31.2% |
| 1Y | -18.8% | +205.9% | -224.7% | -41.6% |
| 3Y | +60.8% | +373.9% | -313.0% | -9.9% |
| 5Y | +60.0% | +23.5% | +36.5% | +23.3% |
| All | +81.8% | +42.7% | +39.1% | +37.2% |
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