+11.4%
KRE vs SGI
+41.4%
-30.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.7% | -5.3% | +6.1% | +2.7% |
| 30D | +6.1% | -2.1% | +8.2% | +6.5% |
| 3M | -5.9% | -8.2% | +2.3% | -3.5% |
| 6M | +9.6% | -4.6% | +14.2% | +9.7% |
| YTD | +14.2% | -31.5% | +45.7% | +28.6% |
| 1Y | +22.5% | -30.8% | +53.3% | +37.3% |
| 3Y | +90.4% | +67.2% | +23.2% | +48.1% |
| All | +11.4% | +41.4% | -30.0% | -11.9% |
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 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