+15.3%
VFC vs SGI
-8.6%
+23.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -1.3% |
| 7D | -1.4% | -10.7% | +9.3% | +4.8% |
| 30D | +24.6% | -3.6% | +28.2% | +26.5% |
| 3M | +38.4% | -5.4% | +43.8% | +41.5% |
| 6M | +15.3% | -7.0% | +22.3% | +21.5% |
| All | +15.3% | -8.6% | +23.9% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling