+42.2%
SGI vs XHB
+30.4%
+11.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -1.3% |
| 7D | -10.7% | -2.4% | -8.2% | -8.3% |
| 30D | -3.6% | +7.1% | -10.6% | -9.6% |
| 3M | -5.4% | -6.0% | +0.6% | +0.9% |
| 6M | -7.0% | +2.1% | -9.1% | -8.4% |
| YTD | -31.6% | -0.6% | -31.0% | -30.4% |
| 1Y | -33.5% | -3.3% | -30.2% | -30.6% |
| 3Y | +66.5% | +34.1% | +32.4% | +16.7% |
| 5Y | +42.2% | +28.6% | +13.6% | +3.0% |
| All | +42.2% | +30.4% | +11.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling