+36.9%
VG vs SGI
-29.2%
+66.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | -3.2% |
| 7D | -22.0% | +1.0% | -23.0% | -20.9% |
| 30D | -11.6% | +3.9% | -15.5% | -8.5% |
| 3M | -14.9% | -0.8% | -14.0% | -13.5% |
| 6M | -3.5% | -18.0% | +14.4% | -6.8% |
| YTD | +70.0% | -27.6% | +97.6% | +81.6% |
| All | +36.9% | -29.2% | +66.1% | +47.3% |
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