+1,353.4%
SGI vs VYM
+487.3%
+866.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.1% |
| 7D | +0.6% | -1.0% | +1.6% | +2.1% |
| 30D | +5.5% | -2.0% | +7.6% | +8.9% |
| 3M | -3.6% | +3.1% | -6.7% | -7.5% |
| 6M | -15.0% | +8.9% | -23.9% | -24.5% |
| YTD | -23.0% | +14.7% | -37.8% | -36.6% |
| 1Y | -18.4% | +19.4% | -37.8% | -36.8% |
| 3Y | +57.8% | +65.4% | -7.6% | -24.6% |
| 5Y | +51.5% | +77.6% | -26.1% | -33.4% |
| 10Y | +275.2% | +207.8% | +67.4% | -27.3% |
| All | +1,353.4% | +487.3% | +866.1% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling