+937.3%
VTR vs SGI
+2,073.9%
-1,136.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.4% | +9.3% | -11.7% | -4.8% |
| 30D | -3.7% | +6.9% | -10.6% | -5.6% |
| 3M | +13.5% | +2.8% | +10.7% | +11.9% |
| 6M | +7.2% | -12.6% | +19.8% | +9.4% |
| YTD | +17.6% | -21.5% | +39.1% | +22.8% |
| 1Y | +35.4% | -18.8% | +54.1% | +39.3% |
| 3Y | +132.8% | +60.8% | +72.0% | +93.1% |
| 5Y | +88.7% | +60.0% | +28.7% | +49.9% |
| 10Y | +87.6% | +267.8% | -180.2% | +5.7% |
| All | +937.3% | +2,073.9% | -1,136.6% | +136.5% |
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