+123.4%
VRT vs SGI
-17.2%
+140.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.2% |
| 7D | +9.1% | +8.5% | +0.6% | +6.9% |
| 30D | +0.9% | +0.7% | +0.3% | +0.8% |
| 3M | -13.4% | +0.6% | -14.0% | -13.3% |
| 6M | +11.7% | -17.9% | +29.6% | +15.1% |
| YTD | +73.2% | -21.2% | +94.4% | +77.9% |
| 1Y | +123.4% | -18.9% | +142.3% | +142.1% |
| All | +123.4% | -17.2% | +140.6% | +142.1% |
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 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