+685.0%
VMC vs SGI
+1,794.5%
-1,109.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | -1.7% | -10.7% | +9.0% | +1.4% |
| 30D | +15.3% | -3.6% | +18.8% | +16.4% |
| 3M | +0.3% | -5.4% | +5.7% | +1.6% |
| 6M | +0.9% | -7.0% | +7.9% | +2.5% |
| YTD | -1.0% | -31.6% | +30.6% | +9.1% |
| 1Y | -4.3% | -33.5% | +29.2% | +6.3% |
| 3Y | +35.3% | +66.5% | -31.1% | +14.7% |
| 5Y | +44.4% | +42.2% | +2.2% | +23.3% |
| 10Y | +128.0% | +320.9% | -192.9% | +28.9% |
| All | +685.0% | +1,794.5% | -1,109.5% | +109.1% |
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