+335.2%
SGI vs EXPD
+329.8%
+5.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.1% |
| 7D | -3.9% | -7.4% | +3.5% | +0.7% |
| 30D | +0.9% | -2.1% | +3.0% | +2.2% |
| 3M | -2.9% | +5.7% | -8.6% | -6.8% |
| 6M | -9.0% | +21.4% | -30.3% | -20.2% |
| YTD | -29.2% | +27.6% | -56.8% | -41.1% |
| 1Y | -32.3% | +36.1% | -68.4% | -46.1% |
| 3Y | +72.4% | +69.9% | +2.5% | +13.0% |
| 5Y | +50.6% | +59.7% | -9.0% | +1.6% |
| 10Y | +335.2% | +323.0% | +12.2% | +42.5% |
| All | +335.2% | +329.8% | +5.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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