+107.7%
VSH vs SGI
-33.5%
+141.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.6% | -3.7% |
| 7D | +26.2% | -10.7% | +36.9% | +30.2% |
| 30D | -12.5% | -3.6% | -8.9% | -12.1% |
| 3M | -16.9% | -5.4% | -11.5% | -16.4% |
| 6M | -17.0% | -7.0% | -9.9% | -16.1% |
| YTD | +93.8% | -31.6% | +125.4% | +110.1% |
| All | +107.7% | -33.5% | +141.2% | +124.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling