+192.7%
VSH vs SGI
+270.1%
-77.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.2% | +5.8% |
| 7D | +4.8% | -4.5% | +9.2% | +6.5% |
| 30D | -0.7% | +4.2% | -4.9% | -2.4% |
| 3M | -43.1% | -7.4% | -35.6% | -41.7% |
| 6M | +91.8% | -15.1% | +106.8% | +101.4% |
| YTD | +131.6% | -24.7% | +156.3% | +152.7% |
| 1Y | +118.1% | -21.8% | +139.8% | +133.5% |
| 3Y | +40.9% | +50.0% | -9.1% | +19.8% |
| 5Y | +75.8% | +48.9% | +26.8% | +43.7% |
| All | +192.7% | +270.1% | -77.3% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling