-27.2%
SGI vs VT
+10.5%
-37.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.8% |
| 7D | +1.0% | -2.3% | +3.3% | +4.4% |
| 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% | -16.7% |
| YTD | -27.6% | +8.5% | -36.1% | -37.3% |
| 1Y | -27.2% | +11.4% | -38.6% | -39.4% |
| All | -27.2% | +10.5% | -37.7% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling