+76.3%
VUG vs SGI
+61.8%
+14.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +0.9% | +9.3% | -8.4% | -1.8% |
| 30D | -1.4% | +6.9% | -8.3% | -3.5% |
| 3M | +2.3% | +2.8% | -0.5% | +0.8% |
| 6M | +15.7% | -12.6% | +28.3% | +18.9% |
| YTD | +8.6% | -21.5% | +30.1% | +14.7% |
| 1Y | +14.1% | -18.8% | +32.8% | +18.5% |
| 3Y | +87.9% | +60.8% | +27.1% | +51.3% |
| 5Y | +76.3% | +60.0% | +16.3% | +30.2% |
| All | +76.3% | +61.8% | +14.5% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling