+373.4%
VST vs SGI
+54.7%
+318.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +8.9% | +8.5% | +0.4% | +5.3% |
| 30D | +6.2% | +0.7% | +5.5% | +5.6% |
| 3M | -2.7% | +0.6% | -3.3% | -3.9% |
| 6M | -8.4% | -17.9% | +9.6% | -2.0% |
| YTD | -7.2% | -21.2% | +14.0% | +0.2% |
| 1Y | -20.9% | -18.9% | -2.0% | -16.4% |
| All | +373.4% | +54.7% | +318.7% | +281.2% |
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 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