+183.6%
EXC vs SGI
+397.2%
-213.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.3% |
| 7D | -1.2% | +1.0% | -2.1% | -1.3% |
| 30D | +10.0% | +3.9% | +6.1% | +9.3% |
| 3M | +1.6% | -0.8% | +2.4% | +1.6% |
| 6M | +3.3% | -18.0% | +21.2% | +5.3% |
| YTD | +7.6% | -27.6% | +35.2% | +10.9% |
| 1Y | +3.5% | -27.2% | +30.7% | +6.6% |
| 3Y | +27.7% | +76.0% | -48.3% | +14.8% |
| 5Y | +41.1% | +50.0% | -8.8% | +26.5% |
| All | +183.6% | +397.2% | -213.6% | +116.8% |
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