+635.3%
VST vs SGI
+48.6%
+586.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.2% | -0.6% |
| 7D | -6.0% | -3.9% | -2.1% | -5.5% |
| 30D | -18.8% | +0.9% | -19.7% | -19.8% |
| 3M | -8.0% | -2.9% | -5.1% | -8.3% |
| 6M | -10.9% | -9.0% | -2.0% | -10.0% |
| YTD | -18.3% | -29.2% | +10.8% | -11.7% |
| 1Y | -29.9% | -32.3% | +2.3% | -23.2% |
| 3Y | +290.3% | +72.4% | +217.9% | +232.0% |
| 5Y | +635.3% | +50.6% | +584.7% | +509.4% |
| All | +635.3% | +48.6% | +586.7% | +509.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling