+133.6%
XLC vs SGI
+421.3%
-287.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | +3.1% | -10.7% | +13.8% | +5.7% |
| 30D | -4.2% | -3.6% | -0.6% | -3.6% |
| 3M | -2.1% | -5.4% | +3.3% | -1.3% |
| 6M | -6.6% | -7.0% | +0.4% | -5.9% |
| YTD | -7.8% | -31.6% | +23.8% | -1.0% |
| 1Y | -4.1% | -33.5% | +29.4% | +3.5% |
| 3Y | +62.6% | +66.5% | -3.9% | +38.0% |
| 5Y | +39.6% | +42.2% | -2.5% | +17.9% |
| All | +133.6% | +421.3% | -287.7% | +43.7% |
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