+215.2%
XLY vs SGI
+270.1%
-54.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.7% | -4.5% | +2.8% | -0.5% |
| 30D | -4.2% | +4.2% | -8.4% | -5.3% |
| 3M | -2.7% | -7.4% | +4.8% | -1.0% |
| 6M | -0.6% | -15.1% | +14.4% | +2.8% |
| YTD | -5.0% | -24.7% | +19.7% | +1.1% |
| 1Y | -4.1% | -21.8% | +17.7% | +0.6% |
| 3Y | +33.6% | +50.0% | -16.4% | +16.1% |
| 5Y | +28.7% | +48.9% | -20.2% | +7.6% |
| All | +215.2% | +270.1% | -54.9% | +94.1% |
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