+55.4%
VXUS vs SGI
+61.8%
-6.4%
-29.0%
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% | -0.3% |
| 7D | +1.6% | +9.3% | -7.7% | -0.5% |
| 30D | +1.0% | +6.9% | -5.9% | -0.6% |
| 3M | +5.7% | +2.8% | +2.8% | +4.6% |
| 6M | +13.6% | -12.6% | +26.2% | +16.0% |
| YTD | +17.4% | -21.5% | +38.9% | +22.4% |
| 1Y | +25.1% | -18.8% | +43.8% | +29.0% |
| 3Y | +75.8% | +60.8% | +15.0% | +52.7% |
| 5Y | +55.4% | +60.0% | -4.6% | +26.9% |
| All | +55.4% | +61.8% | -6.4% | +26.9% |
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 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