-21.8%
SGI vs ITOT
+17.8%
-39.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | -0.2% |
| 7D | -4.5% | -0.9% | -3.5% | -3.1% |
| 30D | +4.2% | -1.5% | +5.6% | +6.5% |
| 3M | -7.4% | +3.6% | -11.0% | -11.8% |
| 6M | -15.1% | +13.7% | -28.8% | -29.0% |
| YTD | -24.7% | +12.9% | -37.6% | -36.4% |
| 1Y | -21.8% | +17.2% | -38.9% | -37.2% |
| All | -21.8% | +17.8% | -39.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling