+35.6%
VSH vs SGI
+59.4%
-23.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +6.2% | +9.3% | -3.1% | +1.4% |
| 30D | -11.1% | +6.9% | -18.0% | -14.4% |
| 3M | -44.9% | +2.8% | -47.8% | -46.1% |
| 6M | +90.0% | -12.6% | +102.6% | +99.8% |
| YTD | +118.8% | -21.5% | +140.3% | +141.6% |
| 1Y | +109.0% | -18.8% | +127.7% | +124.6% |
| 3Y | +35.6% | +60.8% | -25.2% | +2.9% |
| All | +35.6% | +59.4% | -23.7% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling