+164.5%
XLB vs SGI
+263.3%
-98.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.6% |
| 7D | -2.9% | +0.6% | -3.6% | -3.1% |
| 30D | -3.4% | +5.5% | -8.9% | -4.7% |
| 3M | +1.6% | -3.6% | +5.2% | +2.2% |
| 6M | +3.6% | -15.0% | +18.7% | +6.8% |
| YTD | +14.2% | -23.0% | +37.3% | +20.2% |
| 1Y | +15.6% | -18.4% | +34.0% | +19.5% |
| 3Y | +33.1% | +57.8% | -24.7% | +16.2% |
| 5Y | +35.0% | +51.5% | -16.4% | +14.8% |
| 10Y | +164.5% | +275.2% | -110.6% | +64.8% |
| All | +164.5% | +263.3% | -98.7% | +64.8% |
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