-1.4%
VCIT vs SGI
-33.4%
+32.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.4% | -5.3% | +3.9% | -1.1% |
| 30D | +0.6% | -2.1% | +2.6% | +0.6% |
| 3M | -2.2% | -8.2% | +5.9% | -1.9% |
| 6M | -2.3% | -4.6% | +2.2% | -2.2% |
| YTD | -2.2% | -31.5% | +29.3% | -1.4% |
| 1Y | -1.4% | -30.8% | +29.5% | -0.6% |
| All | -1.4% | -33.4% | +32.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling