+219.2%
VT vs SGI
+356.4%
-137.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.6% |
| 7D | -0.1% | -3.9% | +3.8% | +0.6% |
| 30D | -3.1% | +0.9% | -4.0% | -3.5% |
| 3M | -3.5% | -2.9% | -0.6% | -3.3% |
| 6M | +0.5% | -9.0% | +9.4% | +1.6% |
| YTD | +10.8% | -29.2% | +40.0% | +17.3% |
| 1Y | +11.9% | -32.3% | +44.1% | +19.5% |
| 3Y | +73.0% | +72.4% | +0.6% | +49.9% |
| 5Y | +58.6% | +50.6% | +8.0% | +36.3% |
| 10Y | +219.2% | +335.2% | -116.1% | +111.8% |
| All | +219.2% | +356.4% | -137.3% | +111.8% |
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