+715.8%
VTV vs SGI
+1,731.4%
-1,015.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -0.5% | +5.5% | -6.0% | -1.6% |
| 3M | +5.3% | -3.6% | +8.9% | +5.7% |
| 6M | +12.9% | -15.0% | +27.9% | +15.3% |
| YTD | +18.5% | -23.0% | +41.5% | +22.9% |
| 1Y | +25.3% | -18.4% | +43.7% | +28.3% |
| 3Y | +68.2% | +57.8% | +10.4% | +50.6% |
| 5Y | +80.6% | +51.5% | +29.2% | +58.3% |
| 10Y | +232.9% | +275.2% | -42.2% | +124.0% |
| All | +715.8% | +1,731.4% | -1,015.7% | +199.8% |
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 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