+165.8%
VXUS vs SGI
+495.3%
-329.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.2% |
| 7D | +0.5% | -3.9% | +4.4% | +1.1% |
| 30D | -2.5% | +0.9% | -3.5% | -2.9% |
| 3M | -4.6% | -2.9% | -1.7% | -4.4% |
| 6M | -2.6% | -9.0% | +6.3% | -1.6% |
| YTD | +10.4% | -29.2% | +39.6% | +15.9% |
| 1Y | +12.9% | -32.3% | +45.1% | +19.3% |
| 3Y | +68.4% | +72.4% | -4.0% | +50.1% |
| 5Y | +47.7% | +50.6% | -3.0% | +30.9% |
| 10Y | +142.2% | +335.2% | -193.0% | +69.1% |
| All | +165.8% | +495.3% | -329.5% | +63.7% |
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