+127.7%
EXPE vs SGI
+319.5%
-191.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | -5.3% | +4.8% | +1.6% |
| 30D | -6.1% | -2.1% | -4.0% | -4.9% |
| 3M | -21.3% | -8.2% | -13.1% | -18.5% |
| 6M | +19.0% | -4.6% | +23.6% | +20.8% |
| YTD | -8.4% | -31.5% | +23.0% | +5.0% |
| 1Y | -2.8% | -30.8% | +28.0% | +11.1% |
| 3Y | +120.8% | +67.2% | +53.5% | +76.5% |
| 5Y | +46.2% | +42.5% | +3.7% | +18.3% |
| All | +127.7% | +319.5% | -191.9% | +14.9% |
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