+227.8%
VST vs SGI
+78.8%
+149.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.1% |
| 7D | -19.9% | +5.3% | -25.2% | -21.9% |
| 30D | -29.7% | +8.2% | -37.8% | -32.5% |
| 3M | -19.6% | -2.2% | -17.4% | -19.8% |
| 6M | -29.4% | -8.4% | -21.0% | -28.4% |
| YTD | -29.7% | -23.4% | -6.3% | -23.5% |
| 1Y | -40.0% | -14.0% | -26.1% | -39.2% |
| All | +227.8% | +78.8% | +149.0% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling