+311.3%
SGI vs VTEB
+26.0%
+285.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | +0.6% | -0.7% | +1.3% | +1.6% |
| 30D | +5.5% | -2.1% | +7.6% | +8.6% |
| 3M | -3.6% | -2.7% | -0.9% | +0.1% |
| 6M | -15.0% | -2.1% | -12.9% | -12.2% |
| YTD | -23.0% | -1.1% | -21.9% | -21.5% |
| 1Y | -18.4% | +1.3% | -19.7% | -19.2% |
| 3Y | +57.8% | +9.0% | +48.8% | +43.1% |
| 5Y | +51.5% | +1.5% | +50.0% | +48.9% |
| 10Y | +275.2% | +18.5% | +256.7% | +360.7% |
| All | +311.3% | +26.0% | +285.4% | +510.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 all: compounded portfolio wealth divided by compounded VTEB 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…
all analysis · Full analysis span regression · 6 months rolling