+22.1%
VMC vs SGI
+59.4%
-37.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.5% | +9.3% | -9.8% | -3.9% |
| 30D | -9.1% | +6.9% | -16.0% | -11.5% |
| 3M | -4.1% | +2.8% | -7.0% | -5.4% |
| 6M | -5.5% | -12.6% | +7.1% | -1.9% |
| YTD | -8.9% | -21.5% | +12.6% | -1.5% |
| 1Y | -12.9% | -18.8% | +5.8% | -7.2% |
| 3Y | +22.1% | +60.8% | -38.7% | +5.2% |
| All | +22.1% | +59.4% | -37.2% | +5.2% |
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