+127.6%
VSH vs SGI
+2,083.6%
-1,956.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +4.1% | +8.5% | -4.5% | +1.4% |
| 30D | -4.2% | +0.7% | -4.8% | -4.6% |
| 3M | -50.0% | +0.6% | -50.6% | -50.2% |
| 6M | +80.2% | -17.9% | +98.1% | +90.2% |
| YTD | +121.1% | -21.2% | +142.3% | +135.3% |
| 1Y | +112.0% | -18.9% | +130.9% | +122.7% |
| 3Y | +22.5% | +52.6% | -30.1% | +5.9% |
| 5Y | +64.0% | +60.7% | +3.3% | +34.7% |
| 10Y | +170.4% | +278.1% | -107.7% | +51.9% |
| All | +127.6% | +2,083.6% | -1,956.0% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling