+1,202.4%
VUG vs SGI
+1,577.4%
-374.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | -1.1% | -10.5% | +9.4% | +1.0% |
| 30D | -7.0% | +0.1% | -7.1% | -7.3% |
| 3M | -3.7% | -4.0% | +0.3% | -3.3% |
| 6M | -1.6% | -5.6% | +4.0% | -1.3% |
| YTD | +5.1% | -29.5% | +34.7% | +10.8% |
| 1Y | +3.8% | -31.5% | +35.3% | +9.9% |
| 3Y | +79.9% | +71.6% | +8.3% | +58.2% |
| 5Y | +66.4% | +50.5% | +15.9% | +46.6% |
| 10Y | +405.3% | +333.9% | +71.4% | +240.3% |
| All | +1,202.4% | +1,577.4% | -374.9% | +441.1% |
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