+128.8%
XLP vs SGI
+413.4%
-284.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +8.9% | +6.6% | +2.4% | +8.2% |
| 3M | +7.5% | +1.8% | +5.7% | +7.2% |
| 6M | +9.4% | -3.9% | +13.3% | +9.5% |
| YTD | +19.3% | -25.2% | +44.5% | +21.8% |
| 1Y | +21.7% | -26.7% | +48.5% | +24.6% |
| 3Y | +44.0% | +86.8% | -42.8% | +33.4% |
| 5Y | +42.8% | +56.6% | -13.9% | +31.8% |
| 10Y | +128.8% | +384.3% | -255.5% | +94.1% |
| All | +128.8% | +413.4% | -284.6% | +94.1% |
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