+855.0%
EXPE vs SGI
+1,196.4%
-341.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -9.5% | +8.5% | -18.1% | -11.8% |
| 30D | -6.6% | +0.7% | -7.3% | -6.9% |
| 3M | +31.4% | +0.6% | +30.8% | +30.8% |
| 6M | +35.2% | -17.9% | +53.1% | +41.9% |
| YTD | +5.8% | -21.2% | +27.0% | +12.4% |
| 1Y | +38.7% | -18.9% | +57.5% | +46.0% |
| 3Y | +175.8% | +52.6% | +123.1% | +139.5% |
| 5Y | +111.8% | +60.7% | +51.1% | +76.7% |
| 10Y | +179.7% | +278.1% | -98.4% | +66.0% |
| All | +855.0% | +1,196.4% | -341.4% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling