-9.0%
BDX vs SGI
+55.1%
-64.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | +0.7% | +5.5% | -4.8% | -0.2% |
| 3M | +19.0% | -3.6% | +22.6% | +19.4% |
| 6M | +10.8% | -15.0% | +25.8% | +12.8% |
| YTD | +20.1% | -23.0% | +43.2% | +24.0% |
| 1Y | +23.1% | -18.4% | +41.5% | +25.5% |
| All | -9.0% | +55.1% | -64.0% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling