+58.6%
SGI vs VT
+53.2%
+5.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +3.0% |
| 7D | +5.3% | -4.2% | +9.5% | +11.9% |
| 30D | +8.2% | -5.8% | +14.0% | +17.6% |
| 3M | -2.2% | -5.2% | +3.0% | +5.6% |
| 6M | -8.4% | +0.1% | -8.6% | -8.5% |
| YTD | -23.4% | +8.2% | -31.7% | -31.3% |
| 1Y | -14.0% | +10.1% | -24.1% | -24.7% |
| 3Y | +78.8% | +69.7% | +9.1% | -18.3% |
| 5Y | +58.6% | +53.4% | +5.2% | -13.4% |
| All | +58.6% | +53.2% | +5.4% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling