+47.5%
SGI vs ITOT
+71.8%
-24.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | -4.9% | -2.0% | -2.9% | -2.3% |
| 30D | +1.6% | -2.0% | +3.5% | +4.4% |
| 3M | -3.2% | +4.5% | -7.7% | -8.5% |
| 6M | -16.0% | +12.6% | -28.7% | -27.5% |
| YTD | -25.4% | +12.0% | -37.4% | -35.1% |
| 1Y | -21.6% | +17.3% | -38.8% | -35.9% |
| 3Y | +52.9% | +75.2% | -22.4% | -28.1% |
| 5Y | +47.5% | +74.0% | -26.5% | -29.1% |
| All | +47.5% | +71.8% | -24.3% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling