+43.9%
XLB vs SGI
+75.0%
-31.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +0.8% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | +6.1% | +3.9% | +2.2% | +4.7% |
| 3M | 0.0% | -0.8% | +0.9% | -0.2% |
| 6M | 0.0% | -18.0% | +17.9% | +4.7% |
| YTD | +16.0% | -27.6% | +43.6% | +25.2% |
| 1Y | +24.7% | -27.2% | +52.0% | +34.2% |
| All | +43.9% | +75.0% | -31.1% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling