+719.3%
XLU vs SGI
+2,032.3%
-1,313.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.6% |
| 30D | -0.4% | +5.5% | -6.0% | -1.0% |
| 3M | -1.7% | -3.6% | +1.9% | -1.6% |
| 6M | -7.1% | -15.0% | +7.9% | -6.1% |
| YTD | +1.9% | -23.0% | +25.0% | +4.0% |
| 1Y | +6.1% | -18.4% | +24.5% | +7.4% |
| 3Y | +48.8% | +57.8% | -9.0% | +39.9% |
| 5Y | +43.8% | +51.5% | -7.7% | +33.4% |
| 10Y | +143.2% | +275.2% | -132.0% | +95.4% |
| All | +719.3% | +2,032.3% | -1,313.0% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling