+192.7%
EXC vs SGI
+318.6%
-125.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -1.9% | -10.7% | +8.7% | -0.5% |
| 30D | +7.8% | -3.6% | +11.3% | +8.2% |
| 3M | +1.9% | -5.4% | +7.3% | +2.4% |
| 6M | +3.4% | -7.0% | +10.4% | +3.8% |
| YTD | +7.6% | -31.6% | +39.2% | +11.8% |
| 1Y | +2.1% | -33.5% | +35.6% | +6.4% |
| 3Y | +29.6% | +66.5% | -36.9% | +17.2% |
| 5Y | +39.5% | +42.2% | -2.7% | +25.8% |
| All | +192.7% | +318.6% | -125.9% | +120.2% |
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