+350.3%
EXC vs SGI
+2,083.6%
-1,733.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +0.3% | +8.5% | -8.3% | -0.7% |
| 30D | -3.7% | +0.7% | -4.4% | -3.9% |
| 3M | -1.3% | +0.6% | -1.9% | -1.6% |
| 6M | -9.7% | -17.9% | +8.2% | -8.1% |
| YTD | +2.9% | -21.2% | +24.1% | +5.0% |
| 1Y | +4.4% | -18.9% | +23.2% | +5.9% |
| 3Y | +22.2% | +52.6% | -30.4% | +13.0% |
| 5Y | +46.7% | +60.7% | -14.0% | +31.7% |
| 10Y | +155.3% | +278.1% | -122.8% | +91.8% |
| All | +350.3% | +2,083.6% | -1,733.3% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling