+55.6%
VFC vs SGI
-10.7%
+66.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +0.7% |
| 7D | +21.5% | +12.1% | +9.4% | +14.2% |
| 30D | +46.7% | +12.1% | +34.6% | +37.7% |
| 3M | +38.4% | +0.4% | +38.0% | +37.4% |
| 6M | +15.2% | -4.0% | +19.2% | +16.9% |
| YTD | +17.8% | -21.2% | +39.1% | +30.6% |
| 1Y | +55.6% | -12.1% | +67.6% | +74.6% |
| All | +55.6% | -10.7% | +66.3% | +74.6% |
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