+800.0%
VGT vs SGI
+270.1%
+529.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.2% | -4.5% | +4.3% | +0.9% |
| 30D | -0.4% | +4.2% | -4.6% | -1.5% |
| 3M | +4.4% | -7.4% | +11.9% | +6.0% |
| 6M | +32.1% | -15.1% | +47.1% | +36.0% |
| YTD | +28.8% | -24.7% | +53.5% | +36.0% |
| 1Y | +35.3% | -21.8% | +57.1% | +41.1% |
| 3Y | +124.8% | +50.0% | +74.7% | +97.3% |
| 5Y | +137.9% | +48.9% | +89.0% | +101.2% |
| All | +800.0% | +270.1% | +529.9% | +479.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling