+304.8%
SGI vs XME
+260.6%
+44.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | -2.1% | -6.1% | +4.1% | +1.3% |
| 3M | -8.2% | -18.6% | +10.4% | +3.4% |
| 6M | -4.6% | -23.9% | +19.3% | +10.9% |
| YTD | -31.5% | -9.3% | -22.1% | -29.8% |
| 1Y | -30.8% | +1.8% | -32.6% | -34.6% |
| 3Y | +67.2% | +93.0% | -25.8% | -1.6% |
| 5Y | +42.5% | +107.0% | -64.5% | -23.6% |
| All | +304.8% | +260.6% | +44.2% | +17.2% |
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