+668.0%
BE vs SGI
+406.8%
+261.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.2% | -5.1% |
| 7D | +10.8% | -5.3% | +16.1% | +15.0% |
| 30D | -19.8% | -2.1% | -17.7% | -19.9% |
| 3M | -18.7% | -8.2% | -10.5% | -15.6% |
| 6M | -33.7% | -4.6% | -29.2% | -33.5% |
| YTD | +121.0% | -31.5% | +152.4% | +169.4% |
| 1Y | +85.4% | -30.8% | +116.2% | +124.5% |
| 3Y | +1,709.5% | +67.2% | +1,642.3% | +1,089.6% |
| 5Y | +462.2% | +42.5% | +419.7% | +293.6% |
| All | +668.0% | +406.8% | +261.2% | +57.6% |
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 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