+50.1%
IEFA vs SGI
+45.9%
+4.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | -2.4% | -4.9% | +2.5% | -1.3% |
| 30D | -2.1% | +1.6% | -3.7% | -2.6% |
| 3M | +5.5% | -3.2% | +8.7% | +5.9% |
| 6M | +8.1% | -16.0% | +24.2% | +11.5% |
| YTD | +11.9% | -25.4% | +37.3% | +18.1% |
| 1Y | +18.1% | -21.6% | +39.7% | +22.8% |
| 3Y | +65.5% | +52.9% | +12.6% | +44.6% |
| 5Y | +50.1% | +47.5% | +2.6% | +24.4% |
| All | +50.1% | +45.9% | +4.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling