+183.8%
EXC vs SGI
+413.4%
-229.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.4% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +9.3% | +6.6% | +2.8% | +8.3% |
| 3M | +1.0% | +1.8% | -0.8% | +0.6% |
| 6M | +5.9% | -3.9% | +9.8% | +6.0% |
| YTD | +7.6% | -25.2% | +32.9% | +10.6% |
| 1Y | +2.4% | -26.7% | +29.1% | +5.4% |
| 3Y | +30.2% | +86.8% | -56.5% | +16.2% |
| 5Y | +41.4% | +56.6% | -15.3% | +26.0% |
| 10Y | +183.8% | +384.3% | -200.5% | +116.0% |
| All | +183.8% | +413.4% | -229.7% | +116.0% |
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