+920.8%
IVV vs SGI
+2,021.1%
-1,100.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.9% |
| 7D | -4.8% | +5.3% | -10.1% | -5.7% |
| 30D | -5.9% | +8.2% | -14.1% | -7.4% |
| 3M | -4.5% | -2.2% | -2.3% | -4.5% |
| 6M | +1.8% | -8.4% | +10.3% | +2.7% |
| YTD | +8.4% | -23.4% | +31.8% | +12.4% |
| 1Y | +9.4% | -14.0% | +23.4% | +10.8% |
| 3Y | +75.3% | +78.8% | -3.5% | +53.4% |
| 5Y | +67.8% | +58.6% | +9.2% | +46.1% |
| 10Y | +314.2% | +427.8% | -113.7% | +167.2% |
| All | +920.8% | +2,021.1% | -1,100.3% | +299.0% |
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