+49.9%
XLE vs SGI
-10.7%
+60.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.8% | -11.6% | -3.7% |
| 7D | -7.2% | +12.1% | -19.3% | -5.5% |
| 30D | +0.1% | +12.1% | -12.0% | +2.0% |
| 3M | +9.2% | +0.4% | +8.8% | +9.8% |
| 6M | +8.4% | -4.0% | +12.4% | +9.5% |
| YTD | +44.9% | -21.2% | +66.1% | +48.5% |
| 1Y | +49.9% | -12.1% | +61.9% | +52.5% |
| All | +49.9% | -10.7% | +60.6% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling