+169.4%
XLV vs SGI
+270.1%
-100.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -4.5% | +0.9% | -3.0% |
| 30D | -1.8% | +4.2% | -6.0% | -2.4% |
| 3M | +7.8% | -7.4% | +15.2% | +8.7% |
| 6M | +9.1% | -15.1% | +24.2% | +10.9% |
| YTD | +7.7% | -24.7% | +32.4% | +11.0% |
| 1Y | +20.4% | -21.8% | +42.2% | +23.2% |
| 3Y | +30.8% | +50.0% | -19.3% | +21.2% |
| 5Y | +34.6% | +48.9% | -14.3% | +21.8% |
| All | +169.4% | +270.1% | -100.7% | +103.8% |
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 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