+128.1%
VTR vs SGI
+55.1%
+73.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -2.8% | +5.5% | -8.3% | -3.4% |
| 3M | +9.0% | -3.6% | +12.6% | +9.2% |
| 6M | +5.0% | -15.0% | +20.0% | +6.4% |
| YTD | +16.9% | -23.0% | +40.0% | +19.6% |
| 1Y | +34.3% | -18.4% | +52.7% | +35.8% |
| All | +128.1% | +55.1% | +73.1% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling