+150.0%
XLE vs SGI
+58.5%
+91.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.7% |
| 7D | -10.3% | +5.3% | -15.6% | -10.8% |
| 30D | -3.3% | +8.2% | -11.5% | -4.2% |
| 3M | +8.2% | -2.2% | +10.4% | +8.2% |
| 6M | +5.0% | -8.4% | +13.5% | +5.4% |
| YTD | +40.6% | -23.4% | +64.0% | +44.3% |
| 1Y | +45.0% | -14.0% | +59.0% | +45.6% |
| 3Y | +56.3% | +78.8% | -22.5% | +38.4% |
| All | +150.0% | +58.5% | +91.4% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling