+135.9%
XLU vs SGI
+270.1%
-134.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -1.6% | -4.5% | +2.8% | -1.2% |
| 30D | -3.3% | +4.2% | -7.5% | -3.7% |
| 3M | -3.2% | -7.4% | +4.3% | -2.6% |
| 6M | -7.0% | -15.1% | +8.1% | -5.9% |
| YTD | +0.6% | -24.7% | +25.3% | +2.8% |
| 1Y | +2.4% | -21.8% | +24.2% | +4.1% |
| 3Y | +46.3% | +50.0% | -3.8% | +38.4% |
| 5Y | +44.0% | +48.9% | -5.0% | +33.8% |
| All | +135.9% | +270.1% | -134.2% | +102.3% |
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