+151.2%
VFC vs SGI
+2,083.6%
-1,932.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -1.6% | +8.5% | -10.2% | -3.7% |
| 30D | -11.6% | +0.7% | -12.3% | -11.9% |
| 3M | -18.1% | +0.6% | -18.7% | -18.2% |
| 6M | -27.4% | -17.9% | -9.4% | -23.7% |
| YTD | -24.8% | -21.2% | -3.6% | -20.2% |
| 1Y | -8.2% | -18.9% | +10.6% | -3.6% |
| 3Y | -29.1% | +52.6% | -81.7% | -35.0% |
| 5Y | -79.2% | +60.7% | -139.9% | -81.5% |
| 10Y | -68.1% | +278.1% | -346.2% | -78.3% |
| All | +151.2% | +2,083.6% | -1,932.4% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling