+306.5%
IVV vs SGI
+390.8%
-84.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.5% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | -5.4% | +3.9% | -9.3% | -6.3% |
| 3M | -4.1% | -0.8% | -3.2% | -4.3% |
| 6M | +0.7% | -18.0% | +18.7% | +4.0% |
| YTD | +8.7% | -27.6% | +36.3% | +14.6% |
| 1Y | +11.0% | -27.2% | +38.2% | +16.7% |
| 3Y | +75.4% | +76.0% | -0.6% | +51.0% |
| 5Y | +68.3% | +50.0% | +18.4% | +44.4% |
| All | +306.5% | +390.8% | -84.3% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling