+377.4%
VT vs SGI
+3,609.2%
-3,231.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.4% | +8.5% | -8.1% | -1.3% |
| 30D | +1.0% | +0.7% | +0.3% | +0.7% |
| 3M | +2.4% | +0.6% | +1.8% | +1.9% |
| 6M | +12.0% | -17.9% | +29.9% | +15.7% |
| YTD | +15.3% | -21.2% | +36.5% | +19.8% |
| 1Y | +22.6% | -18.9% | +41.4% | +26.2% |
| 3Y | +74.7% | +52.6% | +22.0% | +55.0% |
| 5Y | +66.1% | +60.7% | +5.4% | +41.6% |
| 10Y | +225.0% | +278.1% | -53.1% | +107.6% |
| All | +377.4% | +3,609.2% | -3,231.8% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling