+257.2%
XOM vs SGI
+47.3%
+209.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +4.1% | -4.5% | +8.5% | +4.3% |
| 30D | +4.6% | +4.2% | +0.4% | +4.3% |
| 3M | +14.0% | -7.4% | +21.4% | +14.3% |
| 6M | +11.0% | -15.1% | +26.0% | +11.8% |
| YTD | +40.7% | -24.7% | +65.4% | +43.5% |
| 1Y | +52.3% | -21.8% | +74.1% | +54.4% |
| 3Y | +60.5% | +50.0% | +10.4% | +49.6% |
| All | +257.2% | +47.3% | +209.9% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling