+176.5%
XLE vs SGI
+318.6%
-142.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.2% |
| 7D | +4.4% | -10.7% | +15.1% | +6.8% |
| 30D | -4.3% | -3.6% | -0.7% | -4.0% |
| 3M | +6.0% | -5.4% | +11.4% | +6.5% |
| 6M | +13.2% | -7.0% | +20.3% | +13.0% |
| YTD | +46.7% | -31.6% | +78.3% | +55.6% |
| 1Y | +46.6% | -33.5% | +80.1% | +56.4% |
| 3Y | +69.6% | +66.5% | +3.1% | +40.3% |
| 5Y | +166.5% | +42.2% | +124.4% | +119.9% |
| All | +176.5% | +318.6% | -142.1% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling