+101.4%
XLP vs SGI
+277.9%
-176.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -1.0% | +8.5% | -9.6% | -1.8% |
| 30D | -0.9% | +0.7% | -1.6% | -1.0% |
| 3M | +3.8% | +0.6% | +3.2% | +3.6% |
| 6M | -1.7% | -17.9% | +16.2% | -0.3% |
| YTD | +10.3% | -21.2% | +31.4% | +12.1% |
| 1Y | +7.8% | -18.9% | +26.7% | +9.2% |
| 3Y | +27.2% | +52.6% | -25.4% | +20.3% |
| 5Y | +32.5% | +60.7% | -28.2% | +22.3% |
| All | +101.4% | +277.9% | -176.6% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling