+262.8%
SGI vs XME
+421.4%
-158.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.6% |
| 7D | -4.5% | -4.2% | -0.2% | -1.9% |
| 30D | +4.2% | -2.7% | +6.9% | +5.6% |
| 3M | -7.4% | -3.9% | -3.5% | -6.0% |
| 6M | -15.1% | -1.0% | -14.1% | -15.8% |
| YTD | -24.7% | +9.8% | -34.5% | -30.9% |
| 1Y | -21.8% | +32.5% | -54.3% | -37.4% |
| 3Y | +50.0% | +124.3% | -74.3% | -17.5% |
| 5Y | +48.9% | +165.8% | -116.9% | -30.4% |
| All | +262.8% | +421.4% | -158.6% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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