+44.0%
XLP vs SGI
+41.4%
+2.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.5% | -5.3% | +7.8% | +3.2% |
| 30D | +7.3% | -2.1% | +9.4% | +7.5% |
| 3M | +8.1% | -8.2% | +16.3% | +9.0% |
| 6M | +10.5% | -4.6% | +15.0% | +10.6% |
| YTD | +21.2% | -31.5% | +52.6% | +25.7% |
| 1Y | +22.7% | -30.8% | +53.5% | +27.1% |
| 3Y | +44.8% | +67.2% | -22.4% | +32.4% |
| All | +44.0% | +41.4% | +2.6% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling