+262.8%
SGI vs VYM
+209.2%
+53.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | 0.0% |
| 7D | -4.5% | -0.8% | -3.7% | -3.4% |
| 30D | +4.2% | -2.2% | +6.4% | +7.6% |
| 3M | -7.4% | +3.1% | -10.5% | -11.0% |
| 6M | -15.1% | +9.7% | -24.8% | -24.5% |
| YTD | -24.7% | +14.9% | -39.6% | -37.0% |
| 1Y | -21.8% | +17.6% | -39.3% | -36.6% |
| 3Y | +50.0% | +65.3% | -15.3% | -23.0% |
| 5Y | +48.9% | +78.7% | -29.8% | -29.1% |
| All | +262.8% | +209.2% | +53.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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