+13.8%
VRT vs SGI
-10.7%
+24.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.8% | -19.7% | -13.9% |
| 7D | -15.4% | +12.1% | -27.4% | -17.3% |
| 30D | -19.0% | +12.1% | -31.0% | -21.1% |
| 3M | -23.8% | +0.4% | -24.3% | -23.6% |
| 6M | -37.9% | -4.0% | -33.9% | -36.4% |
| YTD | +27.0% | -21.2% | +48.2% | +30.3% |
| 1Y | +13.8% | -12.1% | +25.9% | +17.0% |
| All | +13.8% | -10.7% | +24.5% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling