+124.6%
XLP vs SGI
+390.8%
-266.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -0.7% |
| 7D | +0.7% | +1.0% | -0.2% | +0.6% |
| 30D | +10.3% | +3.9% | +6.4% | +9.8% |
| 3M | +6.5% | -0.8% | +7.4% | +6.5% |
| 6M | +8.4% | -18.0% | +26.3% | +10.1% |
| YTD | +18.2% | -27.6% | +45.8% | +21.1% |
| 1Y | +22.4% | -27.2% | +49.7% | +25.4% |
| 3Y | +41.9% | +76.0% | -34.1% | +32.3% |
| 5Y | +40.9% | +50.0% | -9.1% | +30.6% |
| All | +124.6% | +390.8% | -266.2% | +94.7% |
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