+1,083.5%
SGI vs VEU
+192.1%
+891.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | -0.1% |
| 7D | +8.5% | +1.1% | +7.4% | +7.1% |
| 30D | +0.7% | +2.2% | -1.5% | -1.8% |
| 3M | +0.6% | +3.0% | -2.4% | -3.0% |
| 6M | -17.9% | +10.9% | -28.8% | -27.1% |
| YTD | -21.2% | +18.2% | -39.4% | -35.2% |
| 1Y | -18.9% | +28.3% | -47.1% | -39.6% |
| 3Y | +52.6% | +74.6% | -22.0% | -21.1% |
| 5Y | +60.7% | +56.4% | +4.4% | -3.2% |
| 10Y | +278.1% | +153.0% | +125.1% | +40.9% |
| All | +1,083.5% | +192.1% | +891.4% | +295.8% |
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