+40.3%
XLE vs SGI
-29.2%
+69.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | -1.0% |
| 7D | -12.0% | +1.0% | -13.0% | -11.7% |
| 30D | -2.7% | +3.9% | -6.6% | -1.9% |
| 3M | +6.6% | -0.8% | +7.4% | +6.9% |
| 6M | +9.5% | -18.0% | +27.5% | +8.4% |
| YTD | +40.6% | -27.6% | +68.2% | +42.4% |
| All | +40.3% | -29.2% | +69.5% | +42.4% |
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