+74.8%
IVV vs SGI
+78.8%
-4.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.8% |
| 7D | -4.8% | +5.3% | -10.1% | -5.8% |
| 30D | -5.9% | +8.2% | -14.1% | -7.6% |
| 3M | -4.5% | -2.2% | -2.3% | -4.4% |
| 6M | +1.8% | -8.4% | +10.3% | +2.9% |
| YTD | +8.4% | -23.4% | +31.8% | +13.3% |
| 1Y | +9.4% | -14.0% | +23.4% | +10.7% |
| All | +74.8% | +78.8% | -4.0% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling