+48.6%
SGI vs VYM
+64.0%
-15.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.3% |
| 7D | -4.9% | -1.9% | -3.0% | -2.1% |
| 30D | +1.6% | -2.6% | +4.2% | +5.9% |
| 3M | -3.2% | +3.6% | -6.7% | -7.8% |
| 6M | -16.0% | +8.7% | -24.7% | -25.1% |
| YTD | -25.4% | +14.1% | -39.5% | -37.5% |
| 1Y | -21.6% | +17.8% | -39.4% | -37.2% |
| All | +48.6% | +64.0% | -15.4% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling