+1,872.3%
SGI vs EXPD
+1,201.6%
+670.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | +8.5% | -1.1% | +9.7% | +9.3% |
| 30D | +0.7% | +4.1% | -3.4% | -1.9% |
| 3M | +0.6% | +17.9% | -17.3% | -9.6% |
| 6M | -17.9% | +29.2% | -47.2% | -31.0% |
| YTD | -21.2% | +27.4% | -48.5% | -33.8% |
| 1Y | -18.9% | +56.8% | -75.7% | -41.0% |
| 3Y | +52.6% | +68.0% | -15.4% | +3.7% |
| 5Y | +60.7% | +61.9% | -1.1% | +10.9% |
| 10Y | +278.1% | +316.0% | -37.9% | +43.1% |
| All | +1,872.3% | +1,201.6% | +670.7% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling