+5.9%
EXC vs SGI
-19.6%
+25.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.7% |
| 7D | +1.2% | +9.3% | -8.1% | +1.1% |
| 30D | -2.7% | +6.9% | -9.6% | -2.8% |
| 3M | -1.0% | +2.8% | -3.8% | -0.9% |
| 6M | -9.3% | -12.6% | +3.3% | -9.6% |
| YTD | +3.6% | -21.5% | +25.2% | +2.5% |
| 1Y | +5.9% | -18.8% | +24.7% | +6.2% |
| All | +5.9% | -19.6% | +25.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling