+996.4%
VST vs SGI
+419.1%
+577.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.5% |
| 7D | -19.9% | +5.3% | -25.2% | -21.3% |
| 30D | -29.7% | +8.2% | -37.8% | -31.5% |
| 3M | -19.6% | -2.2% | -17.4% | -19.8% |
| 6M | -29.4% | -8.4% | -21.0% | -28.8% |
| YTD | -29.7% | -23.4% | -6.3% | -26.2% |
| 1Y | -40.0% | -14.0% | -26.1% | -39.1% |
| 3Y | +231.0% | +78.8% | +152.2% | +181.8% |
| 5Y | +500.1% | +58.6% | +441.4% | +405.1% |
| All | +996.4% | +419.1% | +577.3% | +584.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling