+1,611.2%
SGI vs EXEL
+934.7%
+676.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -10.7% | +1.6% | -12.3% | -11.0% |
| 30D | -3.6% | +17.4% | -20.9% | -7.2% |
| 3M | -5.4% | +38.6% | -44.0% | -12.5% |
| 6M | -7.0% | +41.2% | -48.2% | -14.5% |
| YTD | -31.6% | +59.3% | -91.0% | -39.0% |
| 1Y | -33.5% | +60.2% | -93.7% | -40.9% |
| 3Y | +66.5% | +232.6% | -166.1% | +20.7% |
| 5Y | +42.2% | +285.9% | -243.7% | -1.9% |
| 10Y | +320.9% | +325.9% | -5.0% | +155.2% |
| All | +1,611.2% | +934.7% | +676.5% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling