+1,793.5%
SGI vs XME
+170.7%
+1,622.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.1% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | -2.1% | -6.1% | +4.1% | +1.0% |
| 3M | -8.2% | -18.6% | +10.4% | +2.4% |
| 6M | -4.6% | -23.9% | +19.3% | +9.4% |
| YTD | -31.5% | -9.3% | -22.1% | -29.6% |
| 1Y | -30.8% | +1.8% | -32.6% | -33.8% |
| 3Y | +67.2% | +93.0% | -25.8% | +7.2% |
| 5Y | +42.5% | +107.0% | -64.5% | -14.5% |
| 10Y | +321.9% | +266.9% | +54.9% | +74.4% |
| All | +1,793.5% | +170.7% | +1,622.8% | +631.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling