+388.8%
SGI vs VT
+215.5%
+173.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.8% |
| 7D | +1.0% | -2.3% | +3.3% | +4.5% |
| 30D | +3.9% | -5.0% | +8.9% | +11.8% |
| 3M | -0.8% | -4.9% | +4.1% | +6.7% |
| 6M | -18.0% | -1.5% | -16.4% | -16.0% |
| YTD | -27.6% | +8.5% | -36.1% | -35.5% |
| 1Y | -27.2% | +11.4% | -38.6% | -37.6% |
| 3Y | +76.0% | +70.1% | +5.9% | -21.0% |
| 5Y | +50.0% | +53.7% | -3.8% | -19.0% |
| All | +388.8% | +215.5% | +173.2% | -11.4% |
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