+246.5%
BBY vs SGI
+270.1%
-23.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +0.6% | -4.5% | +5.0% | +2.2% |
| 30D | +9.4% | +4.2% | +5.2% | +7.8% |
| 3M | +19.3% | -7.4% | +26.8% | +22.0% |
| 6M | +47.9% | -15.1% | +63.0% | +54.3% |
| YTD | +39.6% | -24.7% | +64.2% | +51.2% |
| 1Y | +22.2% | -21.8% | +43.9% | +29.9% |
| 3Y | +45.0% | +50.0% | -5.1% | +22.1% |
| 5Y | +2.6% | +48.9% | -46.4% | -17.0% |
| All | +246.5% | +270.1% | -23.5% | +97.0% |
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 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