+312.0%
IVV vs SGI
+318.6%
-6.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | +3.3% | -10.7% | +14.0% | +5.7% |
| 30D | -2.7% | -3.6% | +0.9% | -2.2% |
| 3M | -1.7% | -5.4% | +3.7% | -1.0% |
| 6M | +3.2% | -7.0% | +10.2% | +3.8% |
| YTD | +12.0% | -31.6% | +43.6% | +19.4% |
| 1Y | +12.1% | -33.5% | +45.6% | +20.1% |
| 3Y | +78.6% | +66.5% | +12.2% | +55.4% |
| 5Y | +73.8% | +42.2% | +31.7% | +50.6% |
| All | +312.0% | +318.6% | -6.5% | +175.6% |
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