+1,112.0%
VST vs SGI
+390.8%
+721.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -5.5% | +16.0% | +11.9% |
| 7D | -9.8% | +1.0% | -10.8% | -10.6% |
| 30D | -25.1% | +3.9% | -29.0% | -26.5% |
| 3M | -11.6% | -0.8% | -10.8% | -12.3% |
| 6M | -20.9% | -18.0% | -3.0% | -18.1% |
| YTD | -22.3% | -27.6% | +5.3% | -17.5% |
| 1Y | -32.0% | -27.2% | -4.8% | -27.9% |
| 3Y | +262.4% | +76.0% | +186.4% | +209.6% |
| 5Y | +563.4% | +50.0% | +513.4% | +465.2% |
| All | +1,112.0% | +390.8% | +721.2% | +665.4% |
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