+15.4%
VT vs SGI
-10.7%
+26.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +0.6% |
| 7D | -0.3% | +12.1% | -12.4% | -2.2% |
| 30D | -1.4% | +12.1% | -13.5% | -3.4% |
| 3M | -1.4% | +0.4% | -1.8% | -1.6% |
| 6M | +5.5% | -4.0% | +9.5% | +5.5% |
| YTD | +12.8% | -21.2% | +34.1% | +14.9% |
| 1Y | +15.4% | -12.1% | +27.5% | +17.1% |
| All | +15.4% | -10.7% | +26.1% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling