+158.0%
EXPE vs SGI
+263.3%
-105.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -11.5% | +0.6% | -12.1% | -11.7% |
| 30D | -13.1% | +5.5% | -18.6% | -14.9% |
| 3M | +18.1% | -3.6% | +21.7% | +19.4% |
| 6M | +13.3% | -15.0% | +28.3% | +19.0% |
| YTD | -3.2% | -23.0% | +19.8% | +5.3% |
| 1Y | +26.1% | -18.4% | +44.6% | +34.2% |
| 3Y | +151.7% | +57.8% | +94.0% | +106.9% |
| 5Y | +88.3% | +51.5% | +36.9% | +49.6% |
| 10Y | +158.0% | +275.2% | -117.1% | +27.8% |
| All | +158.0% | +263.3% | -105.2% | +27.8% |
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 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