+2,408.4%
XLK vs SGI
+2,032.3%
+376.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +0.8% | +5.5% | -4.7% | -0.3% |
| 3M | +4.1% | -3.6% | +7.7% | +4.5% |
| 6M | +34.8% | -15.0% | +49.8% | +38.0% |
| YTD | +30.8% | -23.0% | +53.8% | +36.1% |
| 1Y | +42.4% | -18.4% | +60.8% | +46.1% |
| 3Y | +121.8% | +57.8% | +64.0% | +98.4% |
| 5Y | +146.6% | +51.5% | +95.2% | +117.1% |
| 10Y | +804.3% | +275.2% | +529.1% | +519.2% |
| All | +2,408.4% | +2,032.3% | +376.0% | +910.5% |
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