+647.0%
VRT vs SGI
+56.2%
+590.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.4% | +8.0% |
| 7D | -10.6% | -0.2% | -10.4% | -11.0% |
| 30D | -17.4% | +6.6% | -24.0% | -21.3% |
| 3M | -26.4% | +1.8% | -28.2% | -28.5% |
| 6M | -41.0% | -3.9% | -37.1% | -41.6% |
| YTD | +23.8% | -25.2% | +49.1% | +38.3% |
| 1Y | +11.6% | -26.7% | +38.3% | +26.4% |
| 3Y | +403.5% | +86.8% | +316.7% | +214.4% |
| 5Y | +647.0% | +56.6% | +590.4% | +358.2% |
| All | +647.0% | +56.2% | +590.9% | +358.2% |
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