+30.9%
KRE vs SGI
+56.1%
-25.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -3.4% | +5.5% | -8.9% | -5.5% |
| 3M | +3.7% | -3.6% | +7.3% | +4.3% |
| 6M | +14.8% | -15.0% | +29.8% | +20.1% |
| YTD | +14.7% | -23.0% | +37.7% | +24.2% |
| 1Y | +16.0% | -18.4% | +34.4% | +22.1% |
| 3Y | +84.3% | +57.8% | +26.5% | +46.6% |
| 5Y | +30.9% | +51.5% | -20.6% | +1.8% |
| All | +30.9% | +56.1% | -25.3% | +1.8% |
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