+304.8%
SGI vs VT
+221.8%
+83.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.7% |
| 7D | -5.3% | +2.4% | -7.7% | -8.5% |
| 30D | -2.1% | -1.5% | -0.6% | 0.0% |
| 3M | -8.2% | -4.1% | -4.1% | -2.3% |
| 6M | -4.6% | +0.6% | -5.1% | -5.4% |
| YTD | -31.5% | +11.0% | -42.5% | -41.0% |
| 1Y | -30.8% | +13.3% | -44.2% | -42.3% |
| 3Y | +67.2% | +73.4% | -6.2% | -27.1% |
| 5Y | +42.5% | +57.4% | -14.9% | -25.7% |
| All | +304.8% | +221.8% | +83.0% | -34.9% |
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