+64.3%
XLF vs SGI
+47.3%
+16.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.5% | -4.5% | +3.0% | -0.4% |
| 30D | -1.2% | +4.2% | -5.3% | -2.3% |
| 3M | +9.2% | -7.4% | +16.6% | +10.8% |
| 6M | +16.3% | -15.1% | +31.4% | +19.7% |
| YTD | +5.4% | -24.7% | +30.1% | +11.5% |
| 1Y | +7.6% | -21.8% | +29.4% | +12.3% |
| 3Y | +74.2% | +50.0% | +24.2% | +50.3% |
| All | +64.3% | +47.3% | +16.9% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling