+147.8%
XEL vs SGI
+270.1%
-122.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.3% | -4.5% | +4.2% | 0.0% |
| 30D | -3.9% | +4.2% | -8.1% | -4.3% |
| 3M | -2.8% | -7.4% | +4.6% | -2.4% |
| 6M | -5.4% | -15.1% | +9.7% | -4.6% |
| YTD | +3.8% | -24.7% | +28.4% | +5.4% |
| 1Y | +6.8% | -21.8% | +28.6% | +8.1% |
| 3Y | +45.6% | +50.0% | -4.5% | +39.4% |
| 5Y | +30.7% | +48.9% | -18.3% | +23.4% |
| All | +147.8% | +270.1% | -122.3% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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