+929.2%
SGI vs VEU
+174.2%
+755.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.3% | +2.1% | -7.4% | -7.6% |
| 30D | -2.1% | -0.9% | -1.1% | -1.0% |
| 3M | -8.2% | -5.4% | -2.8% | -1.9% |
| 6M | -4.6% | -1.8% | -2.8% | -2.6% |
| YTD | -31.5% | +10.9% | -42.4% | -39.3% |
| 1Y | -30.8% | +13.6% | -44.4% | -40.4% |
| 3Y | +67.2% | +69.3% | -2.0% | -10.4% |
| 5Y | +42.5% | +48.1% | -5.6% | -8.3% |
| 10Y | +321.9% | +148.0% | +173.9% | +62.1% |
| All | +929.2% | +174.2% | +755.0% | +271.0% |
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 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