+1,031.3%
XEL vs SGI
+1,798.9%
-767.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.4% | -5.3% | +7.7% | +2.9% |
| 30D | +8.3% | -2.1% | +10.4% | +8.4% |
| 3M | +4.2% | -8.2% | +12.3% | +4.8% |
| 6M | +3.7% | -4.6% | +8.3% | +3.8% |
| YTD | +13.1% | -31.5% | +44.5% | +16.0% |
| 1Y | +5.0% | -30.8% | +35.8% | +7.6% |
| 3Y | +55.0% | +67.2% | -12.3% | +46.0% |
| 5Y | +51.8% | +42.5% | +9.3% | +42.6% |
| 10Y | +185.6% | +321.9% | -136.3% | +132.3% |
| All | +1,031.3% | +1,798.9% | -767.5% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling