+269.0%
SGI vs VT
+224.5%
+44.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +8.5% | +0.4% | +8.1% | +7.9% |
| 30D | +0.7% | +1.0% | -0.3% | -0.7% |
| 3M | +0.6% | +2.4% | -1.8% | -2.8% |
| 6M | -17.9% | +12.0% | -29.9% | -30.1% |
| YTD | -21.2% | +15.3% | -36.5% | -35.7% |
| 1Y | -18.9% | +22.6% | -41.4% | -39.8% |
| 3Y | +52.6% | +74.7% | -22.0% | -33.6% |
| 5Y | +60.7% | +66.1% | -5.4% | -22.4% |
| All | +269.0% | +224.5% | +44.5% | -29.3% |
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