-44.6%
VG vs SGI
+2.4%
-47.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +14.0% | -5.3% | +19.3% | +13.4% |
| 30D | -1.0% | -2.1% | +1.1% | -1.1% |
| 3M | -2.7% | -8.2% | +5.5% | -3.0% |
| 6M | +1.5% | -4.6% | +6.0% | -1.7% |
| YTD | +93.7% | -31.5% | +125.2% | +109.1% |
| 1Y | +68.5% | -30.8% | +99.4% | +79.0% |
| All | -44.6% | +2.4% | -47.0% | -59.9% |
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