+127.5%
XLP vs SGI
+419.1%
-291.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | +3.5% | +5.3% | -1.8% | +2.9% |
| 30D | +11.6% | +8.2% | +3.4% | +10.7% |
| 3M | +7.6% | -2.2% | +9.8% | +7.7% |
| 6M | +10.0% | -8.4% | +18.5% | +10.5% |
| YTD | +19.7% | -23.4% | +43.2% | +22.0% |
| 1Y | +23.5% | -14.0% | +37.4% | +24.3% |
| 3Y | +44.0% | +78.8% | -34.8% | +34.0% |
| 5Y | +42.7% | +58.6% | -15.9% | +31.6% |
| All | +127.5% | +419.1% | -291.6% | +96.1% |
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