+135.4%
XLP vs SGI
+356.4%
-221.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.4% | +0.7% |
| 7D | +2.3% | -3.9% | +6.3% | +2.7% |
| 30D | +9.1% | +0.9% | +8.2% | +8.9% |
| 3M | +7.9% | -2.9% | +10.8% | +8.0% |
| 6M | +9.6% | -9.0% | +18.6% | +10.2% |
| YTD | +19.4% | -29.2% | +48.6% | +22.7% |
| 1Y | +22.4% | -32.3% | +54.6% | +26.2% |
| 3Y | +43.2% | +72.4% | -29.2% | +33.6% |
| 5Y | +42.6% | +50.6% | -8.1% | +32.0% |
| 10Y | +135.4% | +335.2% | -199.8% | +98.3% |
| All | +135.4% | +356.4% | -221.0% | +98.3% |
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