+753.2%
XLE vs SGI
+2,021.1%
-1,267.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.4% |
| 7D | -10.3% | +5.3% | -15.6% | -11.4% |
| 30D | -3.3% | +8.2% | -11.5% | -5.2% |
| 3M | +8.2% | -2.2% | +10.4% | +8.0% |
| 6M | +5.0% | -8.4% | +13.5% | +5.2% |
| YTD | +40.6% | -23.4% | +64.0% | +44.9% |
| 1Y | +45.0% | -14.0% | +59.0% | +45.4% |
| 3Y | +56.3% | +78.8% | -22.5% | +31.8% |
| 5Y | +152.2% | +58.6% | +93.6% | +109.8% |
| 10Y | +173.0% | +427.8% | -254.9% | +59.8% |
| All | +753.2% | +2,021.1% | -1,267.9% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling