+51.6%
XOM vs SGI
-21.7%
+73.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | 0.0% |
| 7D | +1.9% | -4.9% | +6.8% | +1.0% |
| 30D | +4.1% | +1.6% | +2.5% | +4.5% |
| 3M | +10.4% | -3.2% | +13.6% | +10.0% |
| 6M | +13.0% | -16.0% | +29.1% | +13.1% |
| YTD | +40.1% | -25.4% | +65.5% | +41.4% |
| All | +51.6% | -21.7% | +73.4% | +52.2% |
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