+24.3%
XLP vs SGI
-10.7%
+35.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.8% | -3.5% | +2.7% |
| 7D | +5.9% | +12.1% | -6.2% | +4.7% |
| 30D | +13.5% | +12.1% | +1.4% | +12.2% |
| 3M | +8.4% | +0.4% | +8.0% | +8.0% |
| 6M | +11.5% | -4.0% | +15.6% | +11.4% |
| YTD | +20.6% | -21.2% | +41.9% | +21.8% |
| 1Y | +24.3% | -12.1% | +36.4% | +25.5% |
| All | +24.3% | -10.7% | +35.0% | +25.5% |
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 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