+103.6%
EXE vs SGI
+61.8%
+41.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.8% | +9.3% | -11.1% | -2.8% |
| 30D | +6.4% | +6.9% | -0.5% | +5.5% |
| 3M | +9.2% | +2.8% | +6.4% | +8.5% |
| 6M | -7.0% | -12.6% | +5.6% | -6.0% |
| YTD | -9.5% | -21.5% | +12.1% | -7.3% |
| 1Y | +6.2% | -18.8% | +25.0% | +7.9% |
| 3Y | +20.7% | +60.8% | -40.1% | +7.9% |
| 5Y | +103.6% | +60.0% | +43.6% | +74.5% |
| All | +103.6% | +61.8% | +41.8% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling