+37.8%
XLC vs SGI
+61.8%
-24.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +0.6% | +9.3% | -8.7% | -1.8% |
| 30D | +0.2% | +6.9% | -6.6% | -1.6% |
| 3M | +0.6% | +2.8% | -2.2% | -0.7% |
| 6M | -4.5% | -12.6% | +8.1% | -2.2% |
| YTD | -4.7% | -21.5% | +16.8% | +0.1% |
| 1Y | -1.7% | -18.8% | +17.1% | +1.8% |
| 3Y | +72.3% | +60.8% | +11.4% | +41.2% |
| 5Y | +37.8% | +60.0% | -22.3% | +1.8% |
| All | +37.8% | +61.8% | -24.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling