-30.8%
SGI vs XHB
-2.2%
-28.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.6% |
| 7D | -5.3% | -0.2% | -5.1% | -5.0% |
| 30D | -2.1% | +9.9% | -12.0% | -11.4% |
| 3M | -8.2% | -6.3% | -1.9% | -1.3% |
| 6M | -4.6% | +3.8% | -8.4% | -8.5% |
| YTD | -31.5% | +0.1% | -31.6% | -29.7% |
| 1Y | -30.8% | -0.8% | -30.0% | -28.5% |
| All | -30.8% | -2.2% | -28.6% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling