+335.2%
SGI vs VT
+217.6%
+117.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.6% |
| 7D | -3.9% | -0.1% | -3.8% | -3.7% |
| 30D | +0.9% | -3.1% | +4.0% | +5.5% |
| 3M | -2.9% | -3.5% | +0.6% | +2.3% |
| 6M | -9.0% | +0.5% | -9.4% | -9.6% |
| YTD | -29.2% | +10.8% | -40.0% | -38.8% |
| 1Y | -32.3% | +11.9% | -44.1% | -42.3% |
| 3Y | +72.4% | +73.0% | -0.6% | -24.5% |
| 5Y | +50.6% | +58.6% | -8.0% | -22.4% |
| 10Y | +335.2% | +219.2% | +116.1% | -27.1% |
| All | +335.2% | +217.6% | +117.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling