+117.5%
XLK vs SGI
+50.3%
+67.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | -0.4% | -4.9% | +4.5% | +0.9% |
| 30D | -0.5% | +1.6% | -2.1% | -1.0% |
| 3M | +5.0% | -3.2% | +8.2% | +5.4% |
| 6M | +32.9% | -16.0% | +48.9% | +37.4% |
| YTD | +29.0% | -25.4% | +54.4% | +37.1% |
| 1Y | +37.8% | -21.6% | +59.4% | +44.0% |
| All | +117.5% | +50.3% | +67.3% | +94.5% |
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 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