+580.0%
XYZ vs SGI
+261.3%
+318.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +2.9% | +9.3% | -6.4% | -1.6% |
| 30D | +1.4% | +6.9% | -5.5% | -1.9% |
| 3M | +14.6% | +2.8% | +11.7% | +12.5% |
| 6M | +20.8% | -12.6% | +33.4% | +27.4% |
| YTD | +23.1% | -21.5% | +44.6% | +36.0% |
| 1Y | +5.6% | -18.8% | +24.4% | +13.6% |
| 3Y | +50.9% | +60.8% | -9.9% | +13.6% |
| 5Y | -68.6% | +60.0% | -128.6% | -76.8% |
| 10Y | +580.0% | +267.8% | +312.1% | +204.2% |
| All | +580.0% | +261.3% | +318.6% | +204.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling