+28.9%
VCIT vs SGI
+390.8%
-361.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +1.9% | +3.9% | -2.0% | +1.7% |
| 3M | -1.4% | -0.8% | -0.6% | -1.5% |
| 6M | -2.1% | -18.0% | +15.8% | -1.6% |
| YTD | -1.6% | -27.6% | +26.0% | -0.8% |
| 1Y | -0.9% | -27.2% | +26.3% | -0.1% |
| 3Y | +20.0% | +76.0% | -56.0% | +17.0% |
| 5Y | +3.1% | +50.0% | -46.8% | +0.2% |
| All | +28.9% | +390.8% | -361.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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