+634.5%
VMC vs SGI
+2,083.6%
-1,449.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -4.3% | +8.5% | -12.9% | -6.6% |
| 30D | -8.2% | +0.7% | -8.9% | -8.6% |
| 3M | -7.0% | +0.6% | -7.6% | -7.4% |
| 6M | -10.8% | -17.9% | +7.2% | -6.3% |
| YTD | -7.4% | -21.2% | +13.8% | -1.8% |
| 1Y | -9.5% | -18.9% | +9.4% | -5.0% |
| 3Y | +20.5% | +52.6% | -32.2% | +4.3% |
| 5Y | +51.6% | +60.7% | -9.2% | +25.1% |
| 10Y | +150.0% | +278.1% | -128.1% | +43.2% |
| All | +634.5% | +2,083.6% | -1,449.1% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling