+46.0%
XOM vs SGI
-17.2%
+63.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.6% |
| 7D | +1.8% | +8.5% | -6.8% | +3.3% |
| 30D | +5.9% | +0.7% | +5.2% | +6.1% |
| 3M | +5.6% | +0.6% | +5.0% | +6.0% |
| 6M | +7.9% | -17.9% | +25.8% | +9.3% |
| YTD | +35.2% | -21.2% | +56.4% | +37.7% |
| 1Y | +46.0% | -18.9% | +64.8% | +47.5% |
| All | +46.0% | -17.2% | +63.1% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling