+772.4%
BDX vs SGI
+2,083.6%
-1,311.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.5% | +8.5% | -11.1% | -3.3% |
| 30D | +8.3% | +0.7% | +7.6% | +8.1% |
| 3M | +24.4% | +0.6% | +23.8% | +24.1% |
| 6M | +9.2% | -17.9% | +27.1% | +10.7% |
| YTD | +22.7% | -21.2% | +43.9% | +24.8% |
| 1Y | +25.9% | -18.9% | +44.7% | +27.5% |
| 3Y | -10.5% | +52.6% | -63.1% | -14.9% |
| 5Y | +1.9% | +60.7% | -58.8% | -5.1% |
| 10Y | +58.7% | +278.1% | -219.4% | +30.0% |
| All | +772.4% | +2,083.6% | -1,311.2% | +425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling