+215.7%
IEFA vs SGI
+1,034.6%
-819.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +1.2% | +9.3% | -8.1% | -0.5% |
| 30D | -0.6% | +6.9% | -7.5% | -1.9% |
| 3M | +6.2% | +2.8% | +3.4% | +5.3% |
| 6M | +11.2% | -12.6% | +23.8% | +13.2% |
| YTD | +14.2% | -21.5% | +35.7% | +18.3% |
| 1Y | +20.0% | -18.8% | +38.8% | +23.2% |
| 3Y | +68.8% | +60.8% | +7.9% | +50.8% |
| 5Y | +52.7% | +60.0% | -7.4% | +32.5% |
| 10Y | +144.2% | +267.8% | -123.6% | +70.3% |
| All | +215.7% | +1,034.6% | -819.0% | +86.5% |
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