+753.1%
XLE vs SGI
+1,905.4%
-1,152.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +1.1% |
| 7D | -12.0% | +1.0% | -13.0% | -12.4% |
| 30D | -2.7% | +3.9% | -6.6% | -3.9% |
| 3M | +6.6% | -0.8% | +7.4% | +6.1% |
| 6M | +9.5% | -18.0% | +27.5% | +12.3% |
| YTD | +40.6% | -27.6% | +68.2% | +46.5% |
| 1Y | +43.6% | -27.2% | +70.8% | +49.4% |
| 3Y | +58.1% | +76.0% | -17.9% | +33.7% |
| 5Y | +152.2% | +50.0% | +102.2% | +112.1% |
| 10Y | +172.9% | +399.1% | -226.1% | +61.5% |
| All | +753.1% | +1,905.4% | -1,152.4% | +195.9% |
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