+87.1%
VTRS vs SGI
+51.7%
+35.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -2.2% | -4.5% | +2.3% | -1.0% |
| 30D | +3.3% | +4.2% | -0.9% | +2.0% |
| 3M | +2.0% | -7.4% | +9.4% | +3.8% |
| 6M | +19.9% | -15.1% | +35.0% | +23.8% |
| YTD | +35.7% | -24.7% | +60.4% | +44.6% |
| 1Y | +68.1% | -21.8% | +89.9% | +76.0% |
| 3Y | +87.1% | +50.0% | +37.0% | +50.6% |
| All | +87.1% | +51.7% | +35.3% | +50.6% |
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