+69.5%
VG vs SGI
-32.6%
+102.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.2% |
| 7D | +5.5% | -10.5% | +16.0% | -1.4% |
| 30D | -3.6% | +0.1% | -3.7% | -2.2% |
| 3M | -4.0% | -4.0% | 0.0% | -4.2% |
| 6M | +9.4% | -5.6% | +15.0% | +10.0% |
| YTD | +86.6% | -29.5% | +116.1% | +96.4% |
| 1Y | +69.5% | -31.5% | +101.0% | +77.7% |
| All | +69.5% | -32.6% | +102.1% | +77.7% |
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