+66.8%
SGI vs XHB
+34.8%
+32.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -1.4% |
| 7D | -10.7% | -2.4% | -8.2% | -8.5% |
| 30D | -3.6% | +7.1% | -10.6% | -9.0% |
| 3M | -5.4% | -6.0% | +0.6% | +0.3% |
| 6M | -7.0% | +2.1% | -9.1% | -8.1% |
| YTD | -31.6% | -0.6% | -31.0% | -30.1% |
| 1Y | -33.5% | -3.3% | -30.2% | -30.7% |
| All | +66.8% | +34.8% | +32.0% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling