+150.1%
VXUS vs SGI
+263.3%
-113.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.4% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +0.7% | +5.5% | -4.9% | -0.4% |
| 3M | +4.8% | -3.6% | +8.4% | +5.1% |
| 6M | +11.3% | -15.0% | +26.4% | +14.0% |
| YTD | +16.5% | -23.0% | +39.5% | +21.1% |
| 1Y | +24.3% | -18.4% | +42.7% | +27.5% |
| 3Y | +74.5% | +57.8% | +16.7% | +56.4% |
| 5Y | +54.3% | +51.5% | +2.9% | +35.1% |
| 10Y | +150.1% | +275.2% | -125.1% | +72.9% |
| All | +150.1% | +263.3% | -113.1% | +72.9% |
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