+246.5%
XLF vs SGI
+266.5%
-19.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.4% |
| 7D | -2.9% | -4.9% | +2.0% | -1.7% |
| 30D | -1.6% | +1.6% | -3.2% | -2.1% |
| 3M | +9.3% | -3.2% | +12.4% | +9.6% |
| 6M | +14.6% | -16.0% | +30.6% | +18.1% |
| YTD | +4.7% | -25.4% | +30.2% | +10.7% |
| 1Y | +8.6% | -21.6% | +30.2% | +13.1% |
| 3Y | +73.9% | +52.9% | +21.0% | +51.0% |
| 5Y | +65.0% | +47.5% | +17.5% | +39.4% |
| All | +246.5% | +266.5% | -19.9% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling