+53.4%
VT vs SGI
+49.9%
+3.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.5% |
| 7D | -2.3% | +1.0% | -3.3% | -2.6% |
| 30D | -5.0% | +3.9% | -8.9% | -6.1% |
| 3M | -4.9% | -0.8% | -4.1% | -5.1% |
| 6M | -1.5% | -18.0% | +16.4% | +2.3% |
| YTD | +8.5% | -27.6% | +36.1% | +15.5% |
| 1Y | +11.4% | -27.2% | +38.6% | +18.3% |
| 3Y | +70.1% | +76.0% | -5.9% | +40.5% |
| All | +53.4% | +49.9% | +3.5% | +24.7% |
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