-2.6%
BDX vs SGI
+45.9%
-48.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | -5.4% | -4.9% | -0.5% | -4.8% |
| 30D | -2.2% | +1.6% | -3.8% | -2.4% |
| 3M | +20.1% | -3.2% | +23.2% | +20.3% |
| 6M | +9.1% | -16.0% | +25.1% | +10.9% |
| YTD | +17.9% | -25.4% | +43.3% | +21.5% |
| 1Y | +22.1% | -21.6% | +43.7% | +24.8% |
| 3Y | -10.5% | +52.9% | -63.4% | -16.0% |
| 5Y | -2.6% | +47.5% | -50.1% | -12.8% |
| All | -2.6% | +45.9% | -48.5% | -12.8% |
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