+41.4%
SGI vs EXPD
+60.9%
-19.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | -5.3% | +5.5% | -10.8% | -8.1% |
| 30D | -2.1% | -0.8% | -1.3% | -1.8% |
| 3M | -8.2% | +4.1% | -12.3% | -10.6% |
| 6M | -4.6% | +25.7% | -30.2% | -16.7% |
| YTD | -31.5% | +31.4% | -62.9% | -42.7% |
| 1Y | -30.8% | +42.2% | -73.0% | -45.0% |
| 3Y | +67.2% | +77.2% | -10.0% | +9.9% |
| All | +41.4% | +60.9% | -19.5% | -6.0% |
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