-68.7%
VFC vs SGI
+263.3%
-332.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -13.4% | +5.5% | -18.9% | -15.2% |
| 3M | -23.7% | -3.6% | -20.1% | -22.6% |
| 6M | -24.5% | -15.0% | -9.4% | -20.0% |
| YTD | -27.8% | -23.0% | -4.8% | -20.8% |
| 1Y | -13.5% | -18.4% | +5.0% | -7.5% |
| 3Y | -27.1% | +57.8% | -84.9% | -36.5% |
| 5Y | -79.0% | +51.5% | -130.5% | -82.2% |
| 10Y | -68.7% | +275.2% | -343.9% | -80.8% |
| All | -68.7% | +263.3% | -332.0% | -80.8% |
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