+48.8%
VMC vs SGI
+48.7%
0.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -4.3% | -10.5% | +6.2% | -0.4% |
| 30D | +16.2% | +0.1% | +16.1% | +16.0% |
| 3M | -0.8% | -4.0% | +3.1% | +0.3% |
| 6M | +1.2% | -5.6% | +6.8% | +2.6% |
| YTD | +0.5% | -29.5% | +30.0% | +12.2% |
| 1Y | -2.9% | -31.5% | +28.6% | +9.5% |
| 3Y | +37.3% | +71.6% | -34.3% | +11.2% |
| 5Y | +48.8% | +50.5% | -1.7% | +20.3% |
| All | +48.8% | +48.7% | 0.0% | +20.3% |
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 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