-44.1%
VG vs SGI
+2.2%
-46.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +4.4% |
| 7D | +15.1% | -10.7% | +25.8% | +13.8% |
| 30D | -4.2% | -3.6% | -0.6% | -4.4% |
| 3M | -3.1% | -5.4% | +2.3% | -3.4% |
| 6M | +0.3% | -7.0% | +7.4% | -2.3% |
| YTD | +95.5% | -31.6% | +127.1% | +110.9% |
| 1Y | +64.4% | -33.5% | +98.0% | +80.1% |
| All | -44.1% | +2.2% | -46.3% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling