+565.5%
XLB vs SGI
+1,852.9%
-1,287.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.6% | -10.5% | +8.9% | +0.6% |
| 30D | +7.2% | +0.1% | +7.1% | +7.0% |
| 3M | 0.0% | -4.0% | +4.0% | +0.6% |
| 6M | +2.3% | -5.6% | +7.9% | +2.9% |
| YTD | +18.4% | -29.5% | +47.9% | +25.8% |
| 1Y | +23.3% | -31.5% | +54.8% | +31.8% |
| 3Y | +45.2% | +71.6% | -26.4% | +26.8% |
| 5Y | +31.0% | +50.5% | -19.6% | +14.1% |
| 10Y | +168.8% | +333.9% | -165.1% | +73.1% |
| All | +565.5% | +1,852.9% | -1,287.4% | +154.7% |
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