+113.0%
VWO vs SGI
+270.1%
-157.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.8% | -4.5% | +2.7% | -1.0% |
| 30D | -0.1% | +4.2% | -4.3% | -0.9% |
| 3M | +2.2% | -7.4% | +9.7% | +3.3% |
| 6M | +8.8% | -15.1% | +23.8% | +11.2% |
| YTD | +12.4% | -24.7% | +37.1% | +17.0% |
| 1Y | +15.6% | -21.8% | +37.3% | +19.2% |
| 3Y | +62.5% | +50.0% | +12.5% | +47.4% |
| 5Y | +34.3% | +48.9% | -14.7% | +18.3% |
| All | +113.0% | +270.1% | -157.0% | +49.5% |
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