+21.2%
EXE vs SGI
+67.2%
-46.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +5.3% | -5.3% | +10.6% | +5.6% |
| 30D | -2.2% | -2.1% | -0.1% | -2.2% |
| 3M | -5.9% | -8.2% | +2.3% | -5.6% |
| 6M | -5.7% | -4.6% | -1.2% | -6.0% |
| YTD | -17.8% | -31.5% | +13.6% | -15.3% |
| 1Y | -23.1% | -30.8% | +7.7% | -21.0% |
| 3Y | +21.2% | +67.2% | -46.0% | +6.0% |
| All | +21.2% | +67.2% | -46.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling