+984.5%
VRT vs SGI
+62.5%
+922.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.1% |
| 7D | +9.1% | +8.5% | +0.6% | +4.4% |
| 30D | +0.9% | +0.7% | +0.3% | 0.0% |
| 3M | -13.4% | +0.6% | -14.0% | -14.4% |
| 6M | +11.7% | -17.9% | +29.6% | +22.1% |
| YTD | +73.2% | -21.2% | +94.4% | +90.8% |
| 1Y | +123.4% | -18.9% | +142.3% | +139.8% |
| 3Y | +606.2% | +52.6% | +553.5% | +409.8% |
| All | +984.5% | +62.5% | +922.0% | +543.0% |
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 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