-25.5%
VFC vs SGI
+59.4%
-84.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.5% |
| 7D | +0.8% | +9.3% | -8.4% | -5.9% |
| 30D | -11.9% | +6.9% | -18.8% | -16.6% |
| 3M | -20.2% | +2.8% | -23.0% | -22.2% |
| 6M | -23.0% | -12.6% | -10.4% | -16.3% |
| YTD | -26.2% | -21.5% | -4.7% | -13.1% |
| 1Y | -13.3% | -18.8% | +5.4% | -2.1% |
| 3Y | -25.5% | +60.8% | -86.3% | -48.1% |
| All | -25.5% | +59.4% | -84.8% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling