+309.6%
IVV vs SGI
+413.4%
-103.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -3.3% | +6.6% | -9.9% | -4.8% |
| 3M | -2.4% | +1.8% | -4.2% | -3.1% |
| 6M | +2.6% | -3.9% | +6.5% | +2.6% |
| YTD | +11.3% | -25.2% | +36.5% | +16.5% |
| 1Y | +13.4% | -26.7% | +40.2% | +19.2% |
| 3Y | +80.3% | +86.8% | -6.5% | +53.3% |
| 5Y | +72.7% | +56.6% | +16.1% | +46.8% |
| 10Y | +309.6% | +384.3% | -74.7% | +167.5% |
| All | +309.6% | +413.4% | -103.8% | +167.5% |
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 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