+162.6%
XLE vs SGI
+397.2%
-234.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +1.2% |
| 7D | -12.0% | +1.0% | -13.0% | -12.4% |
| 30D | -2.7% | +3.9% | -6.6% | -4.0% |
| 3M | +6.6% | -0.8% | +7.4% | +6.0% |
| 6M | +9.5% | -18.0% | +27.5% | +12.6% |
| YTD | +40.6% | -27.6% | +68.2% | +47.3% |
| 1Y | +43.6% | -27.2% | +70.8% | +50.1% |
| 3Y | +58.1% | +76.0% | -17.9% | +29.4% |
| 5Y | +152.2% | +50.0% | +102.2% | +105.9% |
| All | +162.6% | +397.2% | -234.6% | +42.1% |
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