-17.4%
VTRS vs SGI
+1,966.1%
-1,983.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | -3.3% | -4.9% | +1.6% | -2.4% |
| 30D | +1.4% | +1.6% | -0.2% | +1.0% |
| 3M | +4.6% | -3.2% | +7.8% | +5.0% |
| 6M | +18.1% | -16.0% | +34.1% | +21.2% |
| YTD | +34.7% | -25.4% | +60.1% | +41.0% |
| 1Y | +65.6% | -21.6% | +87.2% | +71.0% |
| 3Y | +83.8% | +52.9% | +30.9% | +65.6% |
| 5Y | +46.5% | +47.5% | -1.0% | +29.4% |
| 10Y | -48.6% | +263.5% | -312.1% | -64.8% |
| All | -17.4% | +1,966.1% | -1,983.5% | -66.3% |
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