+34.5%
XLB vs SGI
+59.4%
-24.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | +9.3% | -9.5% | -2.8% |
| 30D | -1.7% | +6.9% | -8.6% | -3.7% |
| 3M | +4.4% | +2.8% | +1.5% | +3.1% |
| 6M | +5.0% | -12.6% | +17.6% | +7.8% |
| YTD | +15.5% | -21.5% | +37.0% | +21.9% |
| 1Y | +14.9% | -18.8% | +33.7% | +19.8% |
| 3Y | +34.5% | +60.8% | -26.3% | +17.2% |
| All | +34.5% | +59.4% | -24.8% | +17.2% |
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