+142.5%
XLC vs SGI
+500.8%
-358.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.8% | +8.5% | -9.4% | -2.8% |
| 30D | +1.0% | +0.7% | +0.4% | +0.7% |
| 3M | -0.7% | +0.6% | -1.3% | -1.3% |
| 6M | -5.1% | -17.9% | +12.8% | -1.7% |
| YTD | -4.3% | -21.2% | +16.9% | -0.3% |
| 1Y | -0.6% | -18.9% | +18.3% | +2.5% |
| 3Y | +72.7% | +52.6% | +20.1% | +49.9% |
| 5Y | +38.0% | +60.7% | -22.7% | +13.4% |
| All | +142.5% | +500.8% | -358.4% | +44.8% |
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 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