+48.3%
XLE vs SGI
-17.2%
+65.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | +2.2% | +8.5% | -6.3% | +3.3% |
| 30D | +11.8% | +0.7% | +11.1% | +11.9% |
| 3M | +9.8% | +0.6% | +9.2% | +10.1% |
| 6M | +15.6% | -17.9% | +33.5% | +17.1% |
| YTD | +45.3% | -21.2% | +66.4% | +47.8% |
| 1Y | +48.3% | -18.9% | +67.2% | +49.5% |
| All | +48.3% | -17.2% | +65.5% | +49.5% |
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