+60.8%
SGI vs EXEL
+160.6%
-99.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | +9.3% | +1.4% | +7.9% | +9.0% |
| 30D | +6.9% | +6.7% | +0.2% | +5.5% |
| 3M | +2.8% | +11.5% | -8.6% | +0.8% |
| 6M | -12.6% | +38.8% | -51.4% | -17.5% |
| YTD | -21.5% | +31.6% | -53.1% | -25.5% |
| 1Y | -18.8% | +53.0% | -71.8% | -25.0% |
| 3Y | +60.8% | +160.8% | -100.0% | +28.5% |
| All | +60.8% | +160.6% | -99.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling