-51.4%
VG vs SGI
+14.4%
-65.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -4.3% |
| 7D | -22.0% | +5.3% | -27.3% | -21.4% |
| 30D | -14.7% | +8.2% | -22.9% | -13.9% |
| 3M | -7.1% | -2.2% | -4.9% | -6.4% |
| 6M | -11.2% | -8.4% | -2.7% | -10.0% |
| YTD | +69.8% | -23.4% | +93.3% | +85.3% |
| 1Y | +49.9% | -14.0% | +63.8% | +47.0% |
| All | -51.4% | +14.4% | -65.8% | -64.4% |
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