+392.1%
VNQ vs SGI
+1,960.6%
-1,568.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.4% | +9.3% | -9.7% | -2.7% |
| 30D | -2.5% | +6.9% | -9.4% | -4.3% |
| 3M | +1.4% | +2.8% | -1.5% | +0.1% |
| 6M | +4.6% | -12.6% | +17.2% | +6.9% |
| YTD | +10.5% | -21.5% | +32.1% | +15.6% |
| 1Y | +8.4% | -18.8% | +27.1% | +11.9% |
| 3Y | +32.4% | +60.8% | -28.4% | +12.6% |
| 5Y | +5.5% | +60.0% | -54.5% | -13.5% |
| 10Y | +59.1% | +267.8% | -208.7% | -9.4% |
| All | +392.1% | +1,960.6% | -1,568.5% | +3.5% |
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