+420.5%
VUG vs SGI
+263.3%
+157.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -1.7% | +5.5% | -7.2% | -3.0% |
| 3M | +2.8% | -3.6% | +6.4% | +3.3% |
| 6M | +13.6% | -15.0% | +28.6% | +16.7% |
| YTD | +8.1% | -23.0% | +31.1% | +13.1% |
| 1Y | +13.1% | -18.4% | +31.5% | +16.4% |
| 3Y | +87.0% | +57.8% | +29.2% | +63.1% |
| 5Y | +76.0% | +51.5% | +24.5% | +49.0% |
| 10Y | +420.5% | +275.2% | +145.3% | +239.8% |
| All | +420.5% | +263.3% | +157.2% | +239.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling