+96.3%
VTR vs SGI
+270.1%
-173.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.3% | -4.5% | +4.1% | +1.0% |
| 30D | +1.1% | +4.2% | -3.1% | -0.4% |
| 3M | +7.9% | -7.4% | +15.3% | +9.7% |
| 6M | +6.2% | -15.1% | +21.2% | +9.5% |
| YTD | +17.7% | -24.7% | +42.4% | +25.3% |
| 1Y | +32.9% | -21.8% | +54.7% | +38.7% |
| 3Y | +129.7% | +50.0% | +79.6% | +86.6% |
| 5Y | +89.3% | +48.9% | +40.4% | +46.6% |
| All | +96.3% | +270.1% | -173.7% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling