+0.3%
VCIT vs SGI
-19.6%
+19.9%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +0.1% | +9.3% | -9.2% | -0.4% |
| 30D | -0.8% | +6.9% | -7.6% | -1.1% |
| 3M | -0.5% | +2.8% | -3.4% | -0.7% |
| 6M | -1.4% | -12.6% | +11.2% | -1.2% |
| YTD | -0.8% | -21.5% | +20.7% | -0.4% |
| 1Y | +0.3% | -18.8% | +19.1% | +0.5% |
| All | +0.3% | -19.6% | +19.9% | +0.5% |
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