+61.5%
SGI vs EXPD
+61.6%
0.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +8.5% | -1.1% | +9.7% | +9.2% |
| 30D | +0.7% | +4.1% | -3.4% | -1.6% |
| 3M | +0.6% | +17.9% | -17.3% | -8.5% |
| 6M | -17.9% | +29.2% | -47.2% | -29.7% |
| YTD | -21.2% | +27.4% | -48.5% | -32.5% |
| 1Y | -18.9% | +56.8% | -75.7% | -39.6% |
| 3Y | +52.6% | +68.0% | -15.4% | +5.1% |
| All | +61.5% | +61.6% | 0.0% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling