+191.6%
XOM vs SGI
+266.5%
-74.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.1% |
| 7D | +1.9% | -4.9% | +6.8% | +2.6% |
| 30D | +4.1% | +1.6% | +2.5% | +3.7% |
| 3M | +10.4% | -3.2% | +13.6% | +10.3% |
| 6M | +13.0% | -16.0% | +29.1% | +14.5% |
| YTD | +40.1% | -25.4% | +65.5% | +44.4% |
| 1Y | +51.1% | -21.6% | +72.7% | +54.0% |
| 3Y | +57.7% | +52.9% | +4.9% | +41.0% |
| 5Y | +264.7% | +47.5% | +217.2% | +219.4% |
| All | +191.6% | +266.5% | -74.9% | +84.6% |
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