+60.0%
SGI price history and return analytics
+66.2%
-6.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +9.3% | +1.0% | +8.3% | +7.8% |
| 30D | +6.9% | -0.2% | +7.1% | +7.3% |
| 3M | +2.8% | +4.5% | -1.7% | -3.4% |
| 6M | -12.6% | +14.1% | -26.7% | -27.0% |
| YTD | -21.5% | +14.8% | -36.3% | -35.0% |
| 1Y | -18.8% | +21.2% | -39.9% | -37.9% |
| 3Y | +60.8% | +76.6% | -15.7% | -29.5% |
| 5Y | +60.0% | +66.6% | -6.6% | -23.0% |
| All | +60.0% | +66.2% | -6.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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