+57.9%
VT vs SGI
+45.7%
+12.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.1% |
| 7D | +2.9% | -10.7% | +13.6% | +5.6% |
| 30D | -2.5% | -3.6% | +1.1% | -1.9% |
| 3M | -3.3% | -5.4% | +2.1% | -2.5% |
| 6M | +1.5% | -7.0% | +8.6% | +2.3% |
| YTD | +11.4% | -31.6% | +43.0% | +20.1% |
| 1Y | +11.9% | -33.5% | +45.4% | +21.5% |
| 3Y | +73.9% | +66.5% | +7.4% | +45.5% |
| 5Y | +57.9% | +42.2% | +15.7% | +30.1% |
| All | +57.9% | +45.7% | +12.2% | +30.1% |
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 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