-67.6%
VFC vs SGI
+48.6%
-116.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +2.6% |
| 7D | +3.5% | -3.9% | +7.4% | +5.8% |
| 30D | +38.3% | +0.9% | +37.3% | +36.9% |
| 3M | +40.2% | -2.9% | +43.1% | +41.5% |
| 6M | +10.6% | -9.0% | +19.6% | +15.9% |
| YTD | +16.7% | -29.2% | +45.9% | +41.4% |
| 1Y | +45.0% | -32.3% | +77.2% | +80.8% |
| 3Y | +48.8% | +72.4% | -23.6% | +12.5% |
| 5Y | -67.6% | +50.6% | -118.2% | -76.7% |
| All | -67.6% | +48.6% | -116.2% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling