+957.2%
XEL vs SGI
+2,073.9%
-1,116.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.3% | +9.3% | -8.0% | +0.5% |
| 30D | -1.5% | +6.9% | -8.4% | -2.1% |
| 3M | -0.2% | +2.8% | -3.1% | -0.6% |
| 6M | -5.4% | -12.6% | +7.2% | -4.7% |
| YTD | +5.6% | -21.5% | +27.2% | +7.3% |
| 1Y | +10.5% | -18.8% | +29.2% | +11.6% |
| 3Y | +49.2% | +60.8% | -11.6% | +41.1% |
| 5Y | +30.1% | +60.0% | -29.9% | +21.1% |
| 10Y | +146.7% | +267.8% | -121.2% | +102.8% |
| All | +957.2% | +2,073.9% | -1,116.6% | +526.4% |
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