+2,723.0%
VRT vs SGI
+514.7%
+2,208.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.1% |
| 7D | +9.1% | +8.5% | +0.6% | +5.2% |
| 30D | +0.9% | +0.7% | +0.3% | +0.2% |
| 3M | -13.4% | +0.6% | -14.0% | -14.2% |
| 6M | +11.7% | -17.9% | +29.6% | +20.1% |
| YTD | +73.2% | -21.2% | +94.4% | +87.7% |
| 1Y | +123.4% | -18.9% | +142.3% | +137.2% |
| 3Y | +606.2% | +52.6% | +553.5% | +458.4% |
| 5Y | +899.9% | +60.7% | +839.2% | +633.9% |
| All | +2,723.0% | +514.7% | +2,208.4% | +1,030.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling