+151.5%
EXC vs SGI
+261.3%
-109.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | +1.2% | +9.3% | -8.1% | +0.1% |
| 30D | -2.7% | +6.9% | -9.6% | -3.6% |
| 3M | -1.0% | +2.8% | -3.8% | -1.6% |
| 6M | -9.3% | -12.6% | +3.3% | -8.3% |
| YTD | +3.6% | -21.5% | +25.2% | +5.9% |
| 1Y | +5.9% | -18.8% | +24.7% | +7.5% |
| 3Y | +21.3% | +60.8% | -39.5% | +10.7% |
| 5Y | +46.2% | +60.0% | -13.8% | +30.4% |
| 10Y | +151.5% | +267.8% | -116.4% | +91.0% |
| All | +151.5% | +261.3% | -109.9% | +91.0% |
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