+175.5%
EXE vs SGI
+138.9%
+36.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -2.2% | -4.9% | +2.7% | -1.6% |
| 30D | -0.8% | +1.6% | -2.4% | -1.1% |
| 3M | +10.0% | -3.2% | +13.2% | +10.1% |
| 6M | -6.3% | -16.0% | +9.7% | -5.0% |
| YTD | -10.7% | -25.4% | +14.7% | -8.0% |
| 1Y | +2.7% | -21.6% | +24.3% | +4.6% |
| 3Y | +19.1% | +52.9% | -33.7% | +7.4% |
| 5Y | +105.4% | +47.5% | +57.9% | +80.9% |
| All | +175.5% | +138.9% | +36.6% | +149.1% |
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