-51.4%
VG vs SGI
+8.2%
-59.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | -0.5% |
| 7D | -22.0% | +1.0% | -23.0% | -21.8% |
| 30D | -11.6% | +3.9% | -15.5% | -11.3% |
| 3M | -14.9% | -0.8% | -14.0% | -14.7% |
| 6M | -3.5% | -18.0% | +14.4% | -1.2% |
| YTD | +70.0% | -27.6% | +97.6% | +84.4% |
| 1Y | +50.0% | -27.2% | +77.2% | +61.2% |
| All | -51.4% | +8.2% | -59.6% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling