+4.3%
EXE vs SGI
-20.0%
+24.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.8% |
| 7D | -2.7% | +0.6% | -3.3% | -2.6% |
| 30D | -0.4% | +5.5% | -5.9% | +0.3% |
| 3M | +9.5% | -3.6% | +13.1% | +9.4% |
| 6M | -9.3% | -15.0% | +5.7% | -9.5% |
| YTD | -10.9% | -23.0% | +12.1% | -10.7% |
| 1Y | +4.3% | -18.4% | +22.7% | +4.8% |
| All | +4.3% | -20.0% | +24.3% | +4.8% |
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 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