+1,251.0%
BE vs SGI
+61.8%
+1,189.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.1% | +9.9% |
| 7D | +29.8% | +9.3% | +20.5% | +22.4% |
| 30D | +26.4% | +6.9% | +19.5% | +20.5% |
| 3M | +9.3% | +2.8% | +6.5% | +5.7% |
| 6M | +105.1% | -12.6% | +117.7% | +118.9% |
| YTD | +219.0% | -21.5% | +240.6% | +262.2% |
| 1Y | +418.8% | -18.8% | +437.5% | +473.4% |
| 3Y | +1,784.6% | +60.8% | +1,723.7% | +1,146.6% |
| 5Y | +1,251.0% | +60.0% | +1,191.0% | +660.6% |
| All | +1,251.0% | +61.8% | +1,189.2% | +660.6% |
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 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