+908.7%
XLI vs SGI
+2,083.6%
-1,174.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | +8.5% | -9.6% | -2.7% |
| 30D | -5.9% | +0.7% | -6.6% | -6.2% |
| 3M | -0.3% | +0.6% | -0.9% | -0.7% |
| 6M | +0.1% | -17.9% | +18.1% | +3.5% |
| YTD | +13.6% | -21.2% | +34.8% | +18.0% |
| 1Y | +17.2% | -18.9% | +36.0% | +20.8% |
| 3Y | +68.2% | +52.6% | +15.6% | +50.8% |
| 5Y | +80.7% | +60.7% | +20.0% | +56.0% |
| 10Y | +253.3% | +278.1% | -24.8% | +134.9% |
| All | +908.7% | +2,083.6% | -1,174.9% | +281.5% |
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 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