-47.5%
VFC vs SGI
+356.4%
-404.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +1.4% |
| 7D | +3.5% | -3.9% | +7.4% | +5.0% |
| 30D | +38.3% | +0.9% | +37.3% | +37.6% |
| 3M | +40.2% | -2.9% | +43.1% | +41.3% |
| 6M | +10.6% | -9.0% | +19.6% | +14.4% |
| YTD | +16.7% | -29.2% | +45.9% | +32.3% |
| 1Y | +45.0% | -32.3% | +77.2% | +67.3% |
| 3Y | +48.8% | +72.4% | -23.6% | +27.2% |
| 5Y | -67.6% | +50.6% | -118.2% | -72.3% |
| 10Y | -47.5% | +335.2% | -382.8% | -68.3% |
| All | -47.5% | +356.4% | -404.0% | -68.3% |
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