+51.5%
SGI vs XME
+183.2%
-131.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +5.5% | +1.4% | +4.1% | +4.5% |
| 3M | -3.6% | +2.7% | -6.3% | -5.5% |
| 6M | -15.0% | +6.5% | -21.5% | -18.7% |
| YTD | -23.0% | +15.2% | -38.2% | -30.0% |
| 1Y | -18.4% | +43.5% | -61.9% | -35.3% |
| 3Y | +57.8% | +135.9% | -78.1% | -8.1% |
| 5Y | +51.5% | +181.5% | -130.0% | -19.5% |
| All | +51.5% | +183.2% | -131.8% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling