+194.1%
SIGI vs VT
+222.7%
-28.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.8% |
| 7D | +1.6% | +2.9% | -1.3% | -0.7% |
| 30D | +21.4% | -2.5% | +23.9% | +23.6% |
| 3M | +10.6% | -3.3% | +14.0% | +13.3% |
| 6M | +21.5% | +1.5% | +20.0% | +18.9% |
| YTD | +25.3% | +11.4% | +14.0% | +13.0% |
| 1Y | +33.3% | +11.9% | +21.4% | +19.6% |
| 3Y | +6.7% | +73.9% | -67.2% | -35.6% |
| 5Y | +39.3% | +57.9% | -18.6% | -8.8% |
| All | +194.1% | +222.7% | -28.6% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling