+80.1%
XLF vs SGI
+66.8%
+13.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +1.2% | -10.7% | +11.9% | +3.7% |
| 30D | +6.2% | -3.6% | +9.8% | +6.9% |
| 3M | +0.9% | -5.4% | +6.3% | +1.7% |
| 6M | +13.6% | -7.0% | +20.7% | +14.4% |
| YTD | +7.6% | -31.6% | +39.2% | +15.4% |
| 1Y | +10.2% | -33.5% | +43.7% | +18.9% |
| All | +80.1% | +66.8% | +13.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling