+43.4%
XLK vs SGI
-17.2%
+60.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.9% | +8.5% | -7.7% | -0.6% |
| 30D | +0.7% | +0.7% | +0.1% | +0.6% |
| 3M | -2.9% | +0.6% | -3.5% | -3.2% |
| 6M | +34.3% | -17.9% | +52.2% | +35.9% |
| YTD | +30.4% | -21.2% | +51.6% | +32.8% |
| 1Y | +43.4% | -18.9% | +62.2% | +49.3% |
| All | +43.4% | -17.2% | +60.5% | +49.3% |
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