+7.2%
VNQ vs SGI
+47.3%
-40.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.3% | -4.5% | +3.2% | -0.2% |
| 30D | -2.6% | +4.2% | -6.8% | -3.7% |
| 3M | -2.0% | -7.4% | +5.4% | -0.6% |
| 6M | +4.3% | -15.1% | +19.4% | +7.3% |
| YTD | +9.2% | -24.7% | +33.9% | +15.4% |
| 1Y | +5.6% | -21.8% | +27.4% | +10.0% |
| 3Y | +30.8% | +50.0% | -19.2% | +12.0% |
| All | +7.2% | +47.3% | -40.1% | -12.2% |
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 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