+109.7%
VSH vs SGI
-20.9%
+130.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.1% |
| 7D | +3.1% | -4.9% | +8.0% | +4.9% |
| 30D | -5.7% | +1.6% | -7.3% | -6.4% |
| 3M | -42.5% | -3.2% | -39.3% | -41.9% |
| 6M | +82.7% | -16.0% | +98.7% | +88.1% |
| YTD | +118.2% | -25.4% | +143.7% | +129.9% |
| 1Y | +109.7% | -21.6% | +131.2% | +131.4% |
| All | +109.7% | -20.9% | +130.6% | +131.4% |
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 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