+369.8%
EXC vs SGI
+1,862.0%
-1,492.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.4% |
| 7D | +0.1% | -3.9% | +4.0% | +0.5% |
| 30D | +9.0% | +0.9% | +8.1% | +8.8% |
| 3M | +3.3% | -2.9% | +6.2% | +3.5% |
| 6M | +5.7% | -9.0% | +14.6% | +6.4% |
| YTD | +7.3% | -29.2% | +36.5% | +10.9% |
| 1Y | +2.9% | -32.3% | +35.2% | +6.8% |
| 3Y | +29.3% | +72.4% | -43.1% | +17.8% |
| 5Y | +40.1% | +50.6% | -10.6% | +26.7% |
| 10Y | +197.7% | +335.2% | -137.6% | +120.7% |
| All | +369.8% | +1,862.0% | -1,492.2% | +132.8% |
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