+259.2%
SGI vs EXEL
+386.3%
-127.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | -4.9% | -2.9% | -2.0% | -4.2% |
| 30D | +1.6% | +11.9% | -10.3% | -1.2% |
| 3M | -3.2% | +9.2% | -12.4% | -5.3% |
| 6M | -16.0% | +39.1% | -55.1% | -22.7% |
| YTD | -25.4% | +31.0% | -56.4% | -30.6% |
| 1Y | -21.6% | +52.3% | -73.9% | -30.1% |
| 3Y | +52.9% | +159.7% | -106.9% | +15.1% |
| 5Y | +47.5% | +187.7% | -140.2% | +5.9% |
| All | +259.2% | +386.3% | -127.1% | +95.4% |
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