+50.5%
SGI vs EXPD
+62.8%
-12.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -2.0% |
| 7D | -10.5% | -1.6% | -8.9% | -9.7% |
| 30D | +0.1% | +0.6% | -0.5% | -0.4% |
| 3M | -4.0% | +9.8% | -13.8% | -9.4% |
| 6M | -5.6% | +25.8% | -31.4% | -17.7% |
| YTD | -29.5% | +31.3% | -60.8% | -41.0% |
| 1Y | -31.5% | +40.9% | -72.5% | -45.3% |
| 3Y | +71.6% | +74.7% | -3.1% | +14.0% |
| 5Y | +50.5% | +62.9% | -12.3% | +0.1% |
| All | +50.5% | +62.8% | -12.3% | +0.1% |
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