+66.7%
VSH vs SGI
+61.8%
+4.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +6.2% | +9.3% | -3.1% | +2.1% |
| 30D | -11.1% | +6.9% | -18.0% | -13.9% |
| 3M | -44.9% | +2.8% | -47.8% | -45.9% |
| 6M | +90.0% | -12.6% | +102.6% | +98.6% |
| YTD | +118.8% | -21.5% | +140.3% | +138.3% |
| 1Y | +109.0% | -18.8% | +127.7% | +122.7% |
| 3Y | +35.6% | +60.8% | -25.2% | +8.0% |
| 5Y | +66.7% | +60.0% | +6.7% | +27.0% |
| All | +66.7% | +61.8% | +4.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling