-30.8%
SGI vs XME
-2.0%
-28.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -2.1% | -6.1% | +4.1% | +0.1% |
| 3M | -8.2% | -18.6% | +10.4% | -0.6% |
| 6M | -4.6% | -23.9% | +19.3% | +5.4% |
| YTD | -31.5% | -9.3% | -22.1% | -28.4% |
| 1Y | -30.8% | +1.8% | -32.6% | -29.3% |
| All | -30.8% | -2.0% | -28.8% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling