+131.2%
EXPE vs SGI
+80.7%
+50.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.7% |
| 7D | -13.3% | -0.2% | -13.1% | -12.9% |
| 30D | -5.5% | +6.6% | -12.1% | -7.9% |
| 3M | -16.5% | +1.8% | -18.3% | -17.1% |
| 6M | +13.1% | -3.9% | +17.0% | +14.6% |
| YTD | -8.0% | -25.2% | +17.2% | +4.2% |
| 1Y | +1.1% | -26.7% | +27.8% | +15.7% |
| 3Y | +131.2% | +86.8% | +44.4% | +77.2% |
| All | +131.2% | +80.7% | +50.4% | +77.2% |
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