+43.8%
XLP vs SGI
+58.5%
-14.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +3.5% | +5.3% | -1.8% | +2.8% |
| 30D | +11.6% | +8.2% | +3.4% | +10.5% |
| 3M | +7.6% | -2.2% | +9.8% | +7.7% |
| 6M | +10.0% | -8.4% | +18.5% | +10.6% |
| YTD | +19.7% | -23.4% | +43.2% | +22.6% |
| 1Y | +23.5% | -14.0% | +37.4% | +24.4% |
| 3Y | +44.0% | +78.8% | -34.8% | +30.7% |
| All | +43.8% | +58.5% | -14.7% | +27.5% |
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