+57.5%
VT vs SGI
+41.4%
+16.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.4% | -5.3% | +7.7% | +3.7% |
| 30D | -1.5% | -2.1% | +0.6% | -1.3% |
| 3M | -4.1% | -8.2% | +4.1% | -2.6% |
| 6M | +0.6% | -4.6% | +5.1% | +0.7% |
| YTD | +11.0% | -31.5% | +42.5% | +19.7% |
| 1Y | +13.3% | -30.8% | +44.2% | +21.8% |
| 3Y | +73.4% | +67.2% | +6.2% | +44.9% |
| All | +57.5% | +41.4% | +16.1% | +30.0% |
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