+1,682.9%
SGI vs ITOT
+891.2%
+791.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | +0.4% |
| 7D | +9.3% | +0.7% | +8.6% | +8.3% |
| 30D | +6.9% | -1.1% | +8.0% | +8.7% |
| 3M | +2.8% | +3.9% | -1.0% | -2.5% |
| 6M | -12.6% | +14.7% | -27.3% | -27.8% |
| YTD | -21.5% | +13.3% | -34.9% | -33.9% |
| 1Y | -18.8% | +19.1% | -37.9% | -36.7% |
| 3Y | +60.8% | +77.3% | -16.5% | -30.5% |
| 5Y | +60.0% | +74.1% | -14.1% | -27.4% |
| 10Y | +267.8% | +293.1% | -25.3% | -46.9% |
| All | +1,682.9% | +891.2% | +791.8% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling