+986.3%
VTI vs SGI
+2,083.6%
-1,097.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.1% | +8.5% | -8.4% | -1.5% |
| 30D | 0.0% | +0.7% | -0.7% | -0.3% |
| 3M | +2.0% | +0.6% | +1.4% | +1.5% |
| 6M | +13.0% | -17.9% | +30.9% | +16.4% |
| YTD | +13.9% | -21.2% | +35.1% | +18.0% |
| 1Y | +20.0% | -18.9% | +38.9% | +23.2% |
| 3Y | +75.8% | +52.6% | +23.2% | +57.8% |
| 5Y | +73.8% | +60.7% | +13.1% | +50.6% |
| 10Y | +297.5% | +278.1% | +19.4% | +167.0% |
| All | +986.3% | +2,083.6% | -1,097.3% | +311.8% |
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