+934.0%
BE vs SGI
+451.4%
+482.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.0% |
| 7D | +9.7% | -4.9% | +14.6% | +13.5% |
| 30D | +22.4% | +1.6% | +20.8% | +20.6% |
| 3M | +10.4% | -3.2% | +13.5% | +10.9% |
| 6M | +67.9% | -16.0% | +83.9% | +83.7% |
| YTD | +197.5% | -25.4% | +222.9% | +248.4% |
| 1Y | +310.6% | -21.6% | +332.1% | +363.4% |
| 3Y | +1,657.2% | +52.9% | +1,604.4% | +1,139.0% |
| 5Y | +1,218.2% | +47.5% | +1,170.7% | +811.5% |
| All | +934.0% | +451.4% | +482.6% | +103.8% |
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 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