+593.0%
BE vs SGI
+435.2%
+157.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.5% | +8.9% | +6.9% |
| 7D | -14.7% | +1.0% | -15.7% | -16.0% |
| 30D | -40.5% | +3.9% | -44.4% | -42.9% |
| 3M | -24.3% | -0.8% | -23.5% | -25.5% |
| 6M | -39.3% | -18.0% | -21.4% | -33.0% |
| YTD | +99.4% | -27.6% | +127.0% | +134.3% |
| 1Y | +26.6% | -27.2% | +53.8% | +49.0% |
| 3Y | +1,616.9% | +76.0% | +1,541.0% | +987.2% |
| 5Y | +441.4% | +50.0% | +391.4% | +266.1% |
| All | +593.0% | +435.2% | +157.8% | +37.1% |
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