+403.5%
VRT vs SGI
+80.7%
+322.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.4% | +8.4% |
| 7D | -10.6% | -0.2% | -10.4% | -10.9% |
| 30D | -17.4% | +6.6% | -24.0% | -20.4% |
| 3M | -26.4% | +1.8% | -28.2% | -27.9% |
| 6M | -41.0% | -3.9% | -37.1% | -41.1% |
| YTD | +23.8% | -25.2% | +49.1% | +36.6% |
| 1Y | +11.6% | -26.7% | +38.3% | +24.7% |
| 3Y | +403.5% | +86.8% | +316.7% | +263.4% |
| All | +403.5% | +80.7% | +322.8% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling