+1,142.3%
VST vs SGI
+337.7%
+804.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +10.9% | -10.5% | +21.4% | +13.9% |
| 30D | -15.6% | +0.1% | -15.8% | -16.3% |
| 3M | -7.8% | -4.0% | -3.8% | -7.7% |
| 6M | -12.0% | -5.6% | -6.3% | -11.9% |
| YTD | -16.9% | -29.5% | +12.6% | -11.1% |
| 1Y | -25.1% | -31.5% | +6.4% | -19.3% |
| 3Y | +297.1% | +71.6% | +225.4% | +241.4% |
| 5Y | +641.9% | +50.5% | +591.4% | +531.8% |
| 10Y | +1,142.3% | +333.9% | +808.4% | +675.2% |
| All | +1,142.3% | +337.7% | +804.6% | +675.2% |
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