+53.4%
VT vs SGI
+57.3%
-3.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.4% |
| 7D | -4.2% | +5.3% | -9.5% | -5.4% |
| 30D | -5.8% | +8.2% | -14.0% | -7.8% |
| 3M | -5.2% | -2.2% | -3.0% | -5.1% |
| 6M | +0.1% | -8.4% | +8.6% | +1.3% |
| YTD | +8.2% | -23.4% | +31.7% | +13.7% |
| 1Y | +10.1% | -14.0% | +24.1% | +11.9% |
| 3Y | +69.7% | +78.8% | -9.1% | +39.7% |
| 5Y | +53.4% | +58.6% | -5.2% | +23.2% |
| All | +53.4% | +57.3% | -3.9% | +23.2% |
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 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