-49.4%
VG vs SGI
+5.8%
-55.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +1.2% |
| 7D | -7.7% | -3.9% | -3.8% | -7.9% |
| 30D | -8.8% | +0.9% | -9.8% | -8.6% |
| 3M | -15.6% | -2.9% | -12.7% | -15.6% |
| 6M | +5.2% | -9.0% | +14.2% | +4.2% |
| YTD | +76.9% | -29.2% | +106.1% | +91.6% |
| 1Y | +42.5% | -32.3% | +74.8% | +58.9% |
| All | -49.4% | +5.8% | -55.2% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling