+51.5%
SGI vs VEU
+56.2%
-4.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.9% |
| 7D | +0.6% | +0.3% | +0.3% | +0.2% |
| 30D | +5.5% | +0.7% | +4.9% | +4.7% |
| 3M | -3.6% | +4.7% | -8.3% | -9.2% |
| 6M | -15.0% | +11.6% | -26.7% | -26.0% |
| YTD | -23.0% | +16.8% | -39.8% | -36.9% |
| 1Y | -18.4% | +24.9% | -43.3% | -38.8% |
| 3Y | +57.8% | +75.7% | -18.0% | -26.1% |
| 5Y | +51.5% | +56.1% | -4.7% | -18.6% |
| All | +51.5% | +56.2% | -4.7% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling