+173.7%
VEA vs SGI
+878.2%
-704.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +1.0% | +8.5% | -7.6% | -0.7% |
| 30D | +1.9% | +0.7% | +1.3% | +1.7% |
| 3M | +3.2% | +0.6% | +2.6% | +2.8% |
| 6M | +10.2% | -17.9% | +28.2% | +13.8% |
| YTD | +18.9% | -21.2% | +40.1% | +23.4% |
| 1Y | +29.3% | -18.9% | +48.2% | +33.0% |
| 3Y | +76.8% | +52.6% | +24.1% | +58.5% |
| 5Y | +61.2% | +60.7% | +0.5% | +39.0% |
| 10Y | +163.3% | +278.1% | -114.8% | +73.3% |
| All | +173.7% | +878.2% | -704.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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