+2,420.2%
SGI vs XHB
+173.9%
+2,246.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.4% |
| 7D | +8.5% | -1.3% | +9.8% | +9.9% |
| 30D | +0.7% | -6.9% | +7.6% | +8.1% |
| 3M | +0.6% | -1.3% | +1.9% | +2.0% |
| 6M | -17.9% | -6.8% | -11.2% | -11.2% |
| YTD | -21.2% | +0.7% | -21.9% | -21.0% |
| 1Y | -18.9% | -11.2% | -7.6% | -8.4% |
| 3Y | +52.6% | +25.3% | +27.3% | +19.2% |
| 5Y | +60.7% | +37.3% | +23.4% | +16.6% |
| 10Y | +278.1% | +211.5% | +66.6% | +37.7% |
| All | +2,420.2% | +173.9% | +2,246.3% | +586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling