+513.3%
XRT vs SGI
+2,048.3%
-1,535.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.8% | +8.5% | -7.7% | -1.6% |
| 30D | -4.2% | +0.7% | -4.9% | -4.5% |
| 3M | +5.1% | +0.6% | +4.5% | +4.4% |
| 6M | +2.4% | -17.9% | +20.4% | +7.2% |
| YTD | +3.2% | -21.2% | +24.4% | +9.0% |
| 1Y | +1.5% | -18.9% | +20.4% | +5.9% |
| 3Y | +40.6% | +52.6% | -12.1% | +21.2% |
| 5Y | -1.0% | +60.7% | -61.7% | -17.4% |
| 10Y | +128.4% | +278.1% | -149.7% | +34.4% |
| All | +513.3% | +2,048.3% | -1,535.0% | +54.8% |
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