+333.9%
SGI vs EXEL
+354.7%
-20.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -10.5% | -2.8% | -7.7% | -9.9% |
| 30D | +0.1% | +18.2% | -18.0% | -3.8% |
| 3M | -4.0% | +37.7% | -41.7% | -11.2% |
| 6M | -5.6% | +42.2% | -47.9% | -13.4% |
| YTD | -29.5% | +61.3% | -90.8% | -37.4% |
| 1Y | -31.5% | +64.5% | -96.0% | -39.6% |
| 3Y | +71.6% | +236.7% | -165.1% | +22.8% |
| 5Y | +50.5% | +296.3% | -245.8% | +1.9% |
| 10Y | +333.9% | +331.1% | +2.8% | +171.9% |
| All | +333.9% | +354.7% | -20.8% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling