+621.5%
XYZ vs SGI
+337.7%
+283.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | -2.2% | -10.5% | +8.3% | +3.5% |
| 30D | +11.6% | +0.1% | +11.4% | +11.6% |
| 3M | +8.4% | -4.0% | +12.4% | +10.7% |
| 6M | +17.2% | -5.6% | +22.8% | +19.9% |
| YTD | +31.7% | -29.5% | +61.2% | +54.2% |
| 1Y | +30.1% | -31.5% | +61.6% | +54.5% |
| 3Y | +66.4% | +71.6% | -5.2% | +20.3% |
| 5Y | -62.2% | +50.5% | -112.7% | -71.4% |
| 10Y | +621.5% | +333.9% | +287.7% | +211.9% |
| All | +621.5% | +337.7% | +283.9% | +211.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling