-0.5%
BBY vs SGI
+45.9%
-46.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.5% |
| 7D | +0.7% | -4.9% | +5.6% | +2.9% |
| 30D | +5.8% | +1.6% | +4.2% | +4.9% |
| 3M | +18.0% | -3.2% | +21.2% | +18.8% |
| 6M | +39.8% | -16.0% | +55.9% | +48.2% |
| YTD | +35.4% | -25.4% | +60.8% | +50.8% |
| 1Y | +21.4% | -21.6% | +43.0% | +31.0% |
| 3Y | +39.5% | +52.9% | -13.3% | +7.0% |
| 5Y | -0.5% | +47.5% | -48.0% | -30.6% |
| All | -0.5% | +45.9% | -46.4% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling