+38.7%
EXPE vs SGI
-17.2%
+55.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -9.5% | +8.5% | -18.1% | -12.8% |
| 30D | -6.6% | +0.7% | -7.3% | -7.0% |
| 3M | +31.4% | +0.6% | +30.8% | +30.2% |
| 6M | +35.2% | -17.9% | +53.1% | +45.8% |
| YTD | +5.8% | -21.2% | +27.0% | +16.6% |
| 1Y | +38.7% | -18.9% | +57.5% | +51.4% |
| All | +38.7% | -17.2% | +55.8% | +51.4% |
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