+142.3%
VXUS vs SGI
+413.4%
-271.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.4% | +2.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -1.9% | +6.6% | -8.4% | -3.2% |
| 3M | -4.4% | +1.8% | -6.2% | -5.0% |
| 6M | -2.0% | -3.9% | +1.9% | -1.9% |
| YTD | +11.1% | -25.2% | +36.4% | +16.1% |
| 1Y | +15.1% | -26.7% | +41.8% | +20.5% |
| 3Y | +70.4% | +86.8% | -16.4% | +47.5% |
| 5Y | +47.2% | +56.6% | -9.5% | +27.4% |
| 10Y | +142.3% | +384.3% | -242.0% | +64.0% |
| All | +142.3% | +413.4% | -271.2% | +64.0% |
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