+926.8%
SGI vs VEU
+174.3%
+752.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.0% |
| 7D | -10.7% | +2.4% | -13.0% | -13.1% |
| 30D | -3.6% | -2.0% | -1.6% | -1.2% |
| 3M | -5.4% | -5.1% | -0.3% | +0.7% |
| 6M | -7.0% | -0.7% | -6.3% | -6.4% |
| YTD | -31.6% | +11.0% | -42.6% | -39.5% |
| 1Y | -33.5% | +12.4% | -45.9% | -42.0% |
| 3Y | +66.5% | +69.8% | -3.3% | -11.1% |
| 5Y | +42.2% | +48.2% | -6.0% | -8.6% |
| 10Y | +320.9% | +148.1% | +172.8% | +61.6% |
| All | +926.8% | +174.3% | +752.5% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling