+262.8%
SGI vs XHB
+215.4%
+47.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | -0.8% |
| 7D | -4.5% | -4.6% | +0.2% | +0.8% |
| 30D | +4.2% | -9.1% | +13.3% | +16.2% |
| 3M | -7.4% | -8.6% | +1.1% | +2.3% |
| 6M | -15.1% | -4.0% | -11.0% | -10.5% |
| YTD | -24.7% | -3.9% | -20.7% | -20.8% |
| 1Y | -21.8% | -16.5% | -5.3% | -4.0% |
| 3Y | +50.0% | +22.6% | +27.5% | +10.3% |
| 5Y | +48.9% | +33.9% | +15.0% | -1.6% |
| All | +262.8% | +215.4% | +47.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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