+751.3%
XOM vs SGI
+2,083.6%
-1,332.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +1.8% | +8.5% | -6.8% | +0.6% |
| 30D | +5.9% | +0.7% | +5.2% | +5.6% |
| 3M | +5.6% | +0.6% | +5.0% | +4.9% |
| 6M | +7.9% | -17.9% | +25.8% | +9.5% |
| YTD | +35.2% | -21.2% | +56.4% | +37.8% |
| 1Y | +46.0% | -18.9% | +64.8% | +47.9% |
| 3Y | +55.0% | +52.6% | +2.4% | +41.1% |
| 5Y | +246.3% | +60.7% | +185.6% | +205.0% |
| 10Y | +181.0% | +278.1% | -97.1% | +101.0% |
| All | +751.3% | +2,083.6% | -1,332.3% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling