+11.0%
XLF vs SGI
-14.0%
+25.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.4% |
| 7D | +1.0% | +5.3% | -4.3% | +0.1% |
| 30D | +6.5% | +8.2% | -1.7% | +5.1% |
| 3M | -0.5% | -2.2% | +1.7% | -0.4% |
| 6M | +12.2% | -8.4% | +20.7% | +12.9% |
| YTD | +6.3% | -23.4% | +29.7% | +9.2% |
| 1Y | +11.0% | -14.0% | +25.0% | +13.5% |
| All | +11.0% | -14.0% | +25.0% | +13.5% |
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