-21.6%
SGI vs VEU
+22.8%
-44.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -1.6% |
| 7D | -4.9% | -1.9% | -3.0% | -2.7% |
| 30D | +1.6% | -0.7% | +2.3% | +2.5% |
| 3M | -3.2% | +4.9% | -8.0% | -8.6% |
| 6M | -16.0% | +9.8% | -25.9% | -25.0% |
| YTD | -25.4% | +15.3% | -40.7% | -35.4% |
| 1Y | -21.6% | +23.0% | -44.6% | -36.0% |
| All | -21.6% | +22.8% | -44.4% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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