+51.8%
VG vs SGI
-10.7%
+62.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +6.8% | -14.5% | -3.9% |
| 7D | -16.4% | +12.1% | -28.4% | -10.4% |
| 30D | -10.8% | +12.1% | -22.9% | -4.1% |
| 3M | -6.3% | +0.4% | -6.7% | -3.6% |
| 6M | -12.5% | -4.0% | -8.5% | -8.5% |
| YTD | +76.9% | -21.2% | +98.1% | +94.5% |
| 1Y | +51.8% | -12.1% | +63.9% | +61.7% |
| All | +51.8% | -10.7% | +62.5% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling