+91.1%
EXPE vs SGI
+61.8%
+29.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.4% | -7.7% |
| 7D | -9.8% | +9.3% | -19.0% | -13.7% |
| 30D | -11.5% | +6.9% | -18.4% | -14.5% |
| 3M | +21.7% | +2.8% | +18.9% | +19.3% |
| 6M | +10.4% | -12.6% | +23.0% | +15.8% |
| YTD | -2.5% | -21.5% | +19.0% | +7.4% |
| 1Y | +27.3% | -18.8% | +46.1% | +37.8% |
| 3Y | +153.5% | +60.8% | +92.7% | +90.8% |
| 5Y | +91.1% | +60.0% | +31.1% | +25.8% |
| All | +91.1% | +61.8% | +29.3% | +25.8% |
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 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