+92.9%
VTR vs SGI
+41.4%
+51.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | -5.3% | +5.5% | +1.1% |
| 30D | +5.5% | -2.1% | +7.5% | +5.7% |
| 3M | -0.9% | -8.2% | +7.3% | +0.2% |
| 6M | -0.4% | -4.6% | +4.1% | -0.4% |
| YTD | +17.0% | -31.5% | +48.5% | +23.3% |
| 1Y | +18.0% | -30.8% | +48.8% | +23.9% |
| 3Y | +127.4% | +67.2% | +60.2% | +91.3% |
| All | +92.9% | +41.4% | +51.5% | +60.9% |
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