+781.6%
XLE vs SGI
+2,083.6%
-1,302.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.2% | +8.5% | -6.3% | +0.4% |
| 30D | +11.8% | +0.7% | +11.1% | +11.4% |
| 3M | +9.8% | +0.6% | +9.2% | +8.9% |
| 6M | +15.6% | -17.9% | +33.5% | +18.3% |
| YTD | +45.3% | -21.2% | +66.4% | +49.5% |
| 1Y | +48.3% | -18.9% | +67.2% | +51.2% |
| 3Y | +55.4% | +52.6% | +2.8% | +35.7% |
| 5Y | +216.1% | +60.7% | +155.4% | +163.2% |
| 10Y | +178.4% | +278.1% | -99.7% | +73.1% |
| All | +781.6% | +2,083.6% | -1,302.0% | +202.0% |
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